+55.4%
CVS vs ROKU
+82.2%
-26.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -2.0% | -2.6% | +0.7% | -1.9% |
| 30D | +1.9% | +2.1% | -0.2% | +1.8% |
| 3M | -2.2% | +31.8% | -34.0% | -3.4% |
| 6M | +26.7% | +53.3% | -26.5% | +24.2% |
| YTD | +22.9% | +42.1% | -19.2% | +20.8% |
| 1Y | +32.9% | +62.3% | -29.4% | +29.8% |
| All | +55.4% | +82.2% | -26.8% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling