+267.2%
CSCO vs ROKU
+915.9%
-648.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -10.2% | +3.5% | -13.7% | -10.5% |
| 30D | -20.1% | +5.1% | -25.2% | -20.4% |
| 3M | -22.1% | +7.0% | -29.0% | -22.5% |
| 6M | +3.2% | +25.4% | -22.2% | +0.9% |
| YTD | +24.1% | +48.0% | -23.9% | +19.3% |
| 1Y | +34.6% | +53.1% | -18.6% | +28.9% |
| 3Y | +90.0% | +92.7% | -2.7% | +74.4% |
| 5Y | +88.6% | -42.4% | +131.0% | +79.7% |
| All | +267.2% | +915.9% | -648.8% | +195.2% |
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