+585.6%
CTAS vs ROKU
+915.9%
-330.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +1.2% | +3.5% | -2.3% | +0.9% |
| 30D | +12.8% | +5.1% | +7.7% | +12.3% |
| 3M | +10.3% | +7.0% | +3.3% | +9.7% |
| 6M | +32.0% | +25.4% | +6.6% | +29.3% |
| YTD | +19.1% | +48.0% | -28.8% | +14.7% |
| 1Y | +21.5% | +53.1% | -31.7% | +16.6% |
| 3Y | +76.0% | +92.7% | -16.7% | +61.6% |
| 5Y | +110.9% | -42.4% | +153.3% | +101.7% |
| All | +585.6% | +915.9% | -330.3% | +473.3% |
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