+101.7%
FICO vs ROKU
-54.7%
+156.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -15.4% | -0.1% | -15.3% | -15.4% |
| 30D | -10.4% | +1.5% | -11.8% | -10.6% |
| 3M | -22.7% | +25.7% | -48.4% | -26.2% |
| 6M | -36.8% | +54.5% | -91.2% | -42.1% |
| YTD | -44.8% | +43.2% | -88.0% | -48.8% |
| 1Y | -39.3% | +56.3% | -95.6% | -44.8% |
| 3Y | +3.7% | +86.1% | -82.4% | -13.8% |
| 5Y | +101.7% | -53.6% | +155.3% | +88.8% |
| All | +101.7% | -54.7% | +156.5% | +88.8% |
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 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