+98.3%
FDX vs ROKU
+915.9%
-817.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -1.6% | +3.5% | -5.1% | -2.1% |
| 30D | +6.6% | +5.1% | +1.5% | +6.0% |
| 3M | -2.1% | +7.0% | -9.0% | -2.9% |
| 6M | +2.2% | +25.4% | -23.3% | -1.0% |
| YTD | +33.9% | +48.0% | -14.0% | +26.6% |
| 1Y | +50.2% | +53.1% | -2.9% | +41.2% |
| 3Y | +65.5% | +92.7% | -27.2% | +46.3% |
| 5Y | +74.1% | -42.4% | +116.5% | +63.4% |
| All | +98.3% | +915.9% | -817.6% | +54.5% |
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