+487.3%
FAST vs ROKU
+915.9%
-428.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.5% |
| 3M | +4.8% | +7.0% | -2.1% | +4.3% |
| 6M | +19.8% | +25.4% | -5.7% | +17.4% |
| YTD | +34.9% | +48.0% | -13.1% | +30.1% |
| 1Y | +32.8% | +53.1% | -20.4% | +27.7% |
| 3Y | +93.7% | +92.7% | +1.0% | +78.5% |
| 5Y | +105.3% | -42.4% | +147.7% | +95.3% |
| All | +487.3% | +915.9% | -428.7% | +409.4% |
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 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