-55.8%
FIG vs ROKU
+57.7%
-113.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.6% | -3.9% |
| 7D | -16.3% | -1.3% | -15.0% | -16.0% |
| 30D | -14.3% | +5.9% | -20.2% | -16.0% |
| 3M | +7.2% | +23.9% | -16.7% | +0.4% |
| 6M | -18.6% | +59.6% | -78.2% | -31.6% |
| YTD | -35.5% | +43.4% | -78.9% | -45.2% |
| 1Y | -55.8% | +60.2% | -115.9% | -64.7% |
| All | -55.8% | +57.7% | -113.5% | -64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling