+521.3%
CTAS vs ROKU
+880.6%
-359.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | +0.5% | -0.4% | +0.9% | +0.5% |
| 30D | -0.7% | +2.1% | -2.8% | -0.9% |
| 3M | +11.1% | +29.5% | -18.4% | +8.6% |
| 6M | +2.1% | +53.8% | -51.7% | -1.8% |
| YTD | +8.0% | +42.8% | -34.8% | +4.3% |
| 1Y | -0.5% | +60.7% | -61.2% | -4.9% |
| 3Y | +66.2% | +83.9% | -17.7% | +52.5% |
| 5Y | +109.2% | -52.8% | +162.0% | +103.0% |
| All | +521.3% | +880.6% | -359.3% | +421.0% |
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