+15.4%
DIS vs ROKU
+875.4%
-860.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -1.3% | -2.6% | +1.4% | -0.9% |
| 30D | +2.2% | +2.1% | +0.1% | +2.0% |
| 3M | +8.1% | +31.8% | -23.7% | +4.3% |
| 6M | +5.2% | +53.3% | -48.0% | -0.4% |
| YTD | -6.3% | +42.1% | -48.3% | -10.7% |
| 1Y | -7.3% | +62.3% | -69.6% | -13.2% |
| 3Y | +33.8% | +84.6% | -50.9% | +19.1% |
| 5Y | -40.7% | -53.1% | +12.3% | -44.4% |
| All | +15.4% | +875.4% | -860.1% | -10.5% |
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