+594.6%
FICO vs ROKU
+867.7%
-273.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +6.9% | +5.6% |
| 7D | -10.6% | -3.0% | -7.5% | -10.1% |
| 30D | -6.3% | +0.7% | -7.0% | -6.4% |
| 3M | -19.7% | +26.5% | -46.2% | -23.1% |
| 6M | -31.8% | +52.6% | -84.4% | -36.8% |
| YTD | -41.8% | +40.9% | -82.8% | -45.5% |
| 1Y | -36.4% | +57.6% | -94.1% | -41.7% |
| 3Y | +9.3% | +83.2% | -73.9% | -7.0% |
| 5Y | +113.0% | -54.8% | +167.8% | +105.3% |
| All | +594.6% | +867.7% | -273.1% | +406.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling