+46.5%
F vs ROKU
-54.7%
+101.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.1% | -4.2% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +1.2% | +1.5% | -0.2% | +0.9% |
| 3M | -5.7% | +25.7% | -31.4% | -9.9% |
| 6M | +17.9% | +54.5% | -36.5% | +8.1% |
| YTD | +10.4% | +43.2% | -32.8% | +2.2% |
| 1Y | +25.3% | +56.3% | -30.9% | +13.8% |
| 3Y | +37.5% | +86.1% | -48.6% | +14.2% |
| 5Y | +46.5% | -53.6% | +100.1% | +20.2% |
| All | +46.5% | -54.7% | +101.3% | +20.2% |
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