+61.0%
CSCO vs ROKU
+58.7%
+2.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -1.1% | -2.6% | +1.6% | -0.8% |
| 30D | -10.8% | +2.1% | -12.9% | -11.1% |
| 3M | -9.2% | +31.8% | -41.0% | -12.9% |
| 6M | +39.5% | +53.3% | -13.7% | +30.1% |
| YTD | +41.5% | +42.1% | -0.5% | +30.3% |
| 1Y | +61.0% | +62.3% | -1.4% | +45.9% |
| All | +61.0% | +58.7% | +2.3% | +45.9% |
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 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