+64.4%
FDX vs ROKU
-54.7%
+119.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | -1.4% | +1.5% | -2.9% | -1.6% |
| 3M | -4.5% | +25.7% | -30.2% | -8.0% |
| 6M | +9.4% | +54.5% | -45.1% | +1.9% |
| YTD | +36.0% | +43.2% | -7.2% | +27.7% |
| 1Y | +75.5% | +56.3% | +19.2% | +62.2% |
| 3Y | +62.8% | +86.1% | -23.3% | +39.6% |
| 5Y | +64.4% | -53.6% | +118.0% | +45.5% |
| All | +64.4% | -54.7% | +119.1% | +45.5% |
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 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