+31.7%
EXC vs ROKU
+98.8%
-67.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -1.2% | +3.5% | -4.7% | -1.1% |
| 30D | +10.0% | +5.1% | +4.9% | +10.1% |
| 3M | +1.6% | +7.0% | -5.3% | +1.8% |
| 6M | +3.3% | +25.4% | -22.2% | +3.7% |
| YTD | +7.6% | +48.0% | -40.4% | +8.6% |
| 1Y | +3.5% | +53.1% | -49.7% | +4.5% |
| All | +31.7% | +98.8% | -67.1% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling