+27.3%
DIS vs ROKU
+915.9%
-888.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +5.2% | +3.5% | +1.8% | +4.8% |
| 30D | +11.5% | +5.1% | +6.4% | +10.8% |
| 3M | +11.5% | +7.0% | +4.6% | +10.7% |
| 6M | +8.9% | +25.4% | -16.6% | +5.7% |
| YTD | +3.4% | +48.0% | -44.6% | -1.9% |
| 1Y | +7.2% | +53.1% | -45.9% | +1.2% |
| 3Y | +43.3% | +92.7% | -49.4% | +27.6% |
| 5Y | -31.4% | -42.4% | +10.9% | -36.6% |
| All | +27.3% | +915.9% | -888.7% | -1.8% |
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