+106.8%
FAST vs ROKU
-54.7%
+161.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | -4.7% | +1.5% | -6.2% | -4.9% |
| 3M | +7.9% | +25.7% | -17.8% | +5.5% |
| 6M | +7.4% | +54.5% | -47.0% | +2.9% |
| YTD | +25.1% | +43.2% | -18.1% | +20.3% |
| 1Y | +4.7% | +56.3% | -51.6% | -0.2% |
| 3Y | +94.7% | +86.1% | +8.6% | +76.5% |
| 5Y | +106.8% | -53.6% | +160.3% | +82.4% |
| All | +106.8% | -54.7% | +161.5% | +82.4% |
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