+76.9%
FICO vs ROKU
-42.6%
+119.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.9% | +3.5% | -4.4% | -1.6% |
| 30D | +3.3% | +5.1% | -1.8% | +2.4% |
| 3M | -31.7% | +7.0% | -38.7% | -32.5% |
| 6M | -34.0% | +25.4% | -59.4% | -36.9% |
| YTD | -58.3% | +48.0% | -106.3% | -61.6% |
| 1Y | -57.9% | +53.1% | -111.1% | -61.5% |
| 3Y | -24.1% | +92.7% | -116.8% | -36.8% |
| All | +76.9% | -42.6% | +119.5% | +56.7% |
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 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