+72.2%
FDX vs ROKU
+53.9%
+18.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | -2.3% | -3.0% | +0.7% | -2.0% |
| 30D | -4.9% | +0.7% | -5.6% | -5.0% |
| 3M | -6.5% | +26.5% | -32.9% | -9.2% |
| 6M | +6.7% | +52.6% | -46.0% | +0.3% |
| YTD | +33.9% | +40.9% | -7.1% | +28.4% |
| 1Y | +72.2% | +57.6% | +14.5% | +58.5% |
| All | +72.2% | +53.9% | +18.3% | +58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling