+32.8%
DIS vs ROKU
+86.5%
-53.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +0.1% | +1.5% | -1.3% | -0.1% |
| 3M | +7.1% | +25.7% | -18.6% | +2.9% |
| 6M | +4.3% | +54.5% | -50.2% | -3.4% |
| YTD | -6.9% | +43.2% | -50.1% | -13.0% |
| 1Y | -10.3% | +56.3% | -66.6% | -17.4% |
| 3Y | +32.8% | +86.1% | -53.3% | +17.5% |
| All | +32.8% | +86.5% | -53.7% | +17.5% |
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 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