-10.4%
DOW vs ROKU
+141.3%
-151.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +2.0% | +1.5% | +0.5% | +1.8% |
| 3M | -12.5% | +25.7% | -38.2% | -15.0% |
| 6M | -9.2% | +54.5% | -63.7% | -14.3% |
| YTD | +30.8% | +43.2% | -12.4% | +24.3% |
| 1Y | +29.4% | +56.3% | -26.9% | +21.5% |
| 3Y | -34.6% | +86.1% | -120.7% | -41.8% |
| 5Y | -35.9% | -53.6% | +17.6% | -37.9% |
| All | -10.4% | +141.3% | -151.7% | -37.3% |
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