-35.5%
DOW vs ROKU
-54.7%
+19.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -2.4% | -2.6% | +0.3% | -2.1% |
| 30D | -4.1% | +2.1% | -6.2% | -4.3% |
| 3M | -12.4% | +31.8% | -44.2% | -15.4% |
| 6M | -10.6% | +53.3% | -63.9% | -15.6% |
| YTD | +31.1% | +42.1% | -11.0% | +24.7% |
| 1Y | +30.5% | +62.3% | -31.8% | +21.9% |
| 3Y | -34.4% | +84.6% | -119.0% | -41.8% |
| 5Y | -35.5% | -53.1% | +17.6% | -39.1% |
| All | -35.5% | -54.7% | +19.2% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling