+14.8%
DIS vs ROKU
+884.7%
-869.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.5% |
| 7D | -2.6% | -1.3% | -1.3% | -2.4% |
| 30D | +3.5% | +5.9% | -2.4% | +2.8% |
| 3M | +6.8% | +23.9% | -17.1% | +3.8% |
| 6M | +3.0% | +59.6% | -56.6% | -3.0% |
| YTD | -6.7% | +43.4% | -50.1% | -11.2% |
| 1Y | -10.1% | +60.2% | -70.2% | -15.7% |
| 3Y | +33.0% | +90.4% | -57.4% | +18.0% |
| 5Y | -40.0% | -54.5% | +14.6% | -43.6% |
| All | +14.8% | +884.7% | -869.9% | -11.1% |
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 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