+106.8%
FDX vs ROKU
+884.7%
-778.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.3% |
| 7D | -2.5% | -1.3% | -1.2% | -2.4% |
| 30D | +3.8% | +5.9% | -2.1% | +3.1% |
| 3M | -1.3% | +23.9% | -25.2% | -4.2% |
| 6M | +5.0% | +59.6% | -54.5% | -1.4% |
| YTD | +39.6% | +43.4% | -3.8% | +32.5% |
| 1Y | +81.1% | +60.2% | +21.0% | +69.1% |
| 3Y | +63.0% | +90.4% | -27.4% | +43.4% |
| 5Y | +65.6% | -54.5% | +120.1% | +59.1% |
| All | +106.8% | +884.7% | -778.0% | +61.7% |
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