+446.9%
FAST vs ROKU
+884.7%
-437.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.9% |
| 7D | -0.4% | -1.3% | +1.0% | -0.3% |
| 30D | -0.8% | +5.9% | -6.7% | -1.2% |
| 3M | +5.8% | +23.9% | -18.1% | +3.8% |
| 6M | +8.0% | +59.6% | -51.6% | +3.7% |
| YTD | +25.6% | +43.4% | -17.8% | +21.5% |
| 1Y | +0.8% | +60.2% | -59.3% | -3.5% |
| 3Y | +86.1% | +90.4% | -4.3% | +70.8% |
| 5Y | +100.2% | -54.5% | +154.8% | +93.4% |
| All | +446.9% | +884.7% | -437.8% | +375.7% |
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