+211.1%
EBAY vs ROKU
+867.7%
-656.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.8% |
| 7D | -3.0% | -3.0% | +0.1% | -2.6% |
| 30D | -3.6% | +0.7% | -4.3% | -3.7% |
| 3M | -4.4% | +26.5% | -30.9% | -7.3% |
| 6M | +12.1% | +52.6% | -40.6% | +6.0% |
| YTD | +19.9% | +40.9% | -21.0% | +14.5% |
| 1Y | +13.4% | +57.6% | -44.3% | +6.5% |
| 3Y | +150.5% | +83.2% | +67.3% | +122.7% |
| 5Y | +54.8% | -54.8% | +109.7% | +46.7% |
| All | +211.1% | +867.7% | -656.6% | +162.8% |
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