+29.2%
DOW vs ROKU
+57.7%
-28.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -3.0% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | +0.4% | +5.9% | -5.5% | +0.2% |
| 3M | -14.4% | +23.9% | -38.3% | -15.0% |
| 6M | -7.0% | +59.6% | -66.5% | -10.3% |
| YTD | +30.2% | +43.4% | -13.2% | +28.3% |
| 1Y | +29.2% | +60.2% | -30.9% | +20.7% |
| All | +29.2% | +57.7% | -28.5% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling