+96.2%
F vs ROKU
+884.7%
-788.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.7% |
| 7D | +5.3% | -1.3% | +6.7% | +5.5% |
| 30D | +4.6% | +5.9% | -1.3% | +3.9% |
| 3M | -3.7% | +23.9% | -27.5% | -6.2% |
| 6M | +16.8% | +59.6% | -42.7% | +10.3% |
| YTD | +15.3% | +43.4% | -28.1% | +10.0% |
| 1Y | +31.0% | +60.2% | -29.1% | +23.1% |
| 3Y | +45.4% | +90.4% | -45.0% | +30.0% |
| 5Y | +54.7% | -54.5% | +109.2% | +43.6% |
| All | +96.2% | +884.7% | -788.6% | +57.8% |
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