+447.2%
FCX vs ROKU
+880.6%
-433.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.3% | -0.4% | -1.9% | -2.2% |
| 30D | +2.7% | +2.1% | +0.6% | +2.3% |
| 3M | +7.4% | +29.5% | -22.1% | +3.0% |
| 6M | +16.0% | +53.8% | -37.8% | +8.6% |
| YTD | +40.9% | +42.8% | -1.9% | +33.0% |
| 1Y | +56.4% | +60.7% | -4.3% | +44.9% |
| 3Y | +84.2% | +83.9% | +0.3% | +61.6% |
| 5Y | +114.6% | -52.8% | +167.4% | +105.6% |
| All | +447.2% | +880.6% | -433.3% | +338.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling