-12.1%
DOW vs ROKU
+140.7%
-152.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.1% |
| 7D | -1.4% | -0.4% | -1.0% | -1.3% |
| 30D | -3.9% | +2.1% | -6.0% | -4.2% |
| 3M | -12.7% | +29.5% | -42.2% | -15.4% |
| 6M | -13.7% | +53.8% | -67.5% | -18.5% |
| YTD | +28.4% | +42.8% | -14.4% | +22.1% |
| 1Y | +21.8% | +60.7% | -39.0% | +14.0% |
| 3Y | -35.7% | +83.9% | -119.6% | -42.8% |
| 5Y | -36.8% | -52.8% | +16.0% | -38.9% |
| All | -12.1% | +140.7% | -152.7% | -38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling