-41.5%
DIS vs ROKU
-54.7%
+13.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.3% |
| 6M | +4.3% | +54.5% | -50.2% | -4.4% |
| YTD | -6.9% | +43.2% | -50.1% | -13.7% |
| 1Y | -10.3% | +56.3% | -66.6% | -18.4% |
| 3Y | +32.8% | +86.1% | -53.3% | +10.2% |
| 5Y | -41.5% | -53.6% | +12.1% | -48.3% |
| All | -41.5% | -54.7% | +13.3% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling