+45.9%
CSCO vs ROKU
+53.8%
-7.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | -6.1% | +4.8% | -10.8% | -6.5% |
| 30D | -8.2% | +6.1% | -14.3% | -8.8% |
| 3M | -14.6% | +10.5% | -25.0% | -15.6% |
| 6M | +12.7% | +29.2% | -16.5% | +9.1% |
| YTD | +37.0% | +50.0% | -13.0% | +23.7% |
| 1Y | +45.9% | +53.4% | -7.5% | +31.7% |
| All | +45.9% | +53.8% | -7.9% | +31.7% |
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