+67.8%
CSX vs ROKU
-54.8%
+122.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | -3.4% | -1.3% | -2.1% | -3.3% |
| 30D | -3.1% | +5.9% | -9.0% | -3.6% |
| 3M | +7.2% | +23.9% | -16.7% | +4.9% |
| 6M | +16.2% | +59.6% | -43.4% | +10.8% |
| YTD | +37.5% | +43.4% | -5.9% | +32.3% |
| 1Y | +53.2% | +60.2% | -6.9% | +45.5% |
| 3Y | +68.2% | +90.4% | -22.2% | +52.0% |
| All | +67.8% | -54.8% | +122.6% | +51.8% |
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