+67.1%
CI vs ROKU
+884.7%
-817.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | +1.3% | -1.3% | +2.6% | +1.4% |
| 30D | +4.4% | +5.9% | -1.4% | +4.2% |
| 3M | +0.7% | +23.9% | -23.2% | -0.2% |
| 6M | +0.3% | +59.6% | -59.2% | -1.4% |
| YTD | +3.8% | +43.4% | -39.6% | +2.3% |
| 1Y | -5.5% | +60.2% | -65.6% | -7.3% |
| 3Y | +8.1% | +90.4% | -82.3% | +3.7% |
| 5Y | +42.8% | -54.5% | +97.3% | +42.3% |
| All | +67.1% | +884.7% | -817.6% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROKU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling