+211.4%
CSX vs ROKU
+884.7%
-673.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.5% |
| 3M | +7.2% | +23.9% | -16.7% | +5.3% |
| 6M | +16.2% | +59.6% | -43.4% | +11.9% |
| YTD | +37.5% | +43.4% | -5.9% | +33.3% |
| 1Y | +53.2% | +60.2% | -6.9% | +47.1% |
| 3Y | +68.2% | +90.4% | -22.2% | +55.5% |
| 5Y | +65.2% | -54.5% | +119.8% | +59.3% |
| All | +211.4% | +884.7% | -673.3% | +173.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling