+115.8%
FCX vs ROKU
-52.4%
+168.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.2% |
| 3M | +7.4% | +29.5% | -22.1% | +1.6% |
| 6M | +16.0% | +53.8% | -37.8% | +6.2% |
| YTD | +40.9% | +42.8% | -1.9% | +30.5% |
| 1Y | +56.4% | +60.7% | -4.3% | +41.2% |
| 3Y | +84.2% | +83.9% | +0.3% | +54.4% |
| All | +115.8% | -52.4% | +168.2% | +107.2% |
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