+105.3%
FAST vs ROKU
-42.6%
+147.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.1% | +3.5% | -1.4% | +1.8% |
| 30D | +6.9% | +5.1% | +1.8% | +6.4% |
| 3M | +4.8% | +7.0% | -2.1% | +4.2% |
| 6M | +19.8% | +25.4% | -5.7% | +17.0% |
| YTD | +34.9% | +48.0% | -13.1% | +29.3% |
| 1Y | +32.8% | +53.1% | -20.4% | +26.8% |
| 3Y | +93.7% | +92.7% | +1.0% | +75.5% |
| All | +105.3% | -42.6% | +147.9% | +87.0% |
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