+114.8%
CSCO vs ROKU
-54.3%
+169.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | 0.0% | -3.0% | +3.0% | +0.3% |
| 30D | -10.7% | +0.7% | -11.4% | -10.8% |
| 3M | -8.7% | +26.5% | -35.2% | -11.1% |
| 6M | +44.9% | +52.6% | -7.7% | +38.2% |
| YTD | +44.1% | +40.9% | +3.2% | +38.3% |
| 1Y | +65.9% | +57.6% | +8.2% | +57.2% |
| 3Y | +109.0% | +83.2% | +25.8% | +89.0% |
| 5Y | +114.8% | -54.8% | +169.6% | +95.5% |
| All | +114.8% | -54.3% | +169.1% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling