+108.4%
CSCO vs ROKU
+80.8%
+27.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | 0.0% | -3.0% | +3.0% | +0.4% |
| 30D | -10.7% | +0.7% | -11.4% | -10.8% |
| 3M | -8.7% | +26.5% | -35.2% | -11.7% |
| 6M | +44.9% | +52.6% | -7.7% | +36.4% |
| YTD | +44.1% | +40.9% | +3.2% | +36.6% |
| 1Y | +65.9% | +57.6% | +8.2% | +54.6% |
| All | +108.4% | +80.8% | +27.6% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling