+1.8%
CMCSA vs ROKU
+53.8%
-52.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.5% | +4.8% |
| 7D | +15.2% | +4.8% | +10.4% | +14.6% |
| 30D | +17.0% | +6.1% | +10.9% | +16.2% |
| 3M | +1.2% | +10.5% | -9.3% | +0.2% |
| 6M | -5.5% | +29.2% | -34.7% | -7.6% |
| YTD | -6.5% | +50.0% | -56.6% | -8.0% |
| 1Y | +1.8% | +53.4% | -51.6% | +0.5% |
| All | +1.8% | +53.8% | -52.0% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling