+490.0%
FCX vs ROKU
+883.2%
-393.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.4% |
| 7D | +5.7% | -0.1% | +5.8% | +5.7% |
| 30D | +10.1% | +1.5% | +8.6% | +9.8% |
| 3M | +20.2% | +25.7% | -5.5% | +15.8% |
| 6M | +29.7% | +54.5% | -24.8% | +21.3% |
| YTD | +51.9% | +43.2% | +8.7% | +43.4% |
| 1Y | +66.0% | +56.3% | +9.7% | +54.4% |
| 3Y | +102.7% | +86.1% | +16.6% | +77.6% |
| 5Y | +138.9% | -53.6% | +192.4% | +129.1% |
| All | +490.0% | +883.2% | -393.2% | +372.7% |
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