+318.7%
CSCO vs ROKU
+875.4%
-556.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -1.1% | -2.6% | +1.6% | -0.9% |
| 30D | -10.8% | +2.1% | -12.9% | -11.0% |
| 3M | -9.2% | +31.8% | -41.0% | -11.6% |
| 6M | +39.5% | +53.3% | -13.7% | +34.0% |
| YTD | +41.5% | +42.1% | -0.5% | +36.6% |
| 1Y | +61.0% | +62.3% | -1.4% | +53.4% |
| 3Y | +105.2% | +84.6% | +20.6% | +88.3% |
| 5Y | +113.4% | -53.1% | +166.5% | +106.4% |
| All | +318.7% | +875.4% | -556.7% | +237.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling