+51.9%
DOW vs ROKU
+53.8%
-1.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.2% |
| 7D | -4.2% | +4.8% | -9.0% | -4.1% |
| 30D | +14.7% | +6.1% | +8.6% | +14.9% |
| 3M | +9.1% | +10.5% | -1.4% | +9.4% |
| 6M | -17.7% | +29.2% | -46.8% | -16.9% |
| YTD | +44.6% | +50.0% | -5.4% | +45.7% |
| 1Y | +51.9% | +53.4% | -1.5% | +54.9% |
| All | +51.9% | +53.8% | -1.9% | +54.9% |
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