+44.7%
FDX vs ROKU
+49.3%
-4.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -1.6% | +3.5% | -5.1% | -1.9% |
| 30D | +6.6% | +5.1% | +1.5% | +6.1% |
| 3M | -2.1% | +7.0% | -9.0% | -2.6% |
| 6M | +2.2% | +25.4% | -23.3% | +0.1% |
| YTD | +33.9% | +48.0% | -14.0% | +28.8% |
| All | +44.7% | +49.3% | -4.5% | +38.8% |
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