+208.8%
CSX vs ROKU
+883.2%
-674.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -2.3% | +1.5% | -3.7% | -2.4% |
| 3M | +4.3% | +25.7% | -21.4% | +2.4% |
| 6M | +23.4% | +54.5% | -31.1% | +19.1% |
| YTD | +36.4% | +43.2% | -6.8% | +32.2% |
| 1Y | +53.0% | +56.3% | -3.3% | +47.2% |
| 3Y | +70.6% | +86.1% | -15.5% | +58.0% |
| 5Y | +65.5% | -53.6% | +119.0% | +59.4% |
| All | +208.8% | +883.2% | -674.3% | +171.4% |
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 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