-51.1%
FIS vs ROKU
+53.8%
-104.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.5% | -25.2% | -23.9% |
| 7D | -18.4% | +4.8% | -23.2% | -19.3% |
| 30D | -11.4% | +6.1% | -17.5% | -12.5% |
| 3M | -32.0% | +10.5% | -42.5% | -33.4% |
| 6M | -35.6% | +29.2% | -64.8% | -38.9% |
| YTD | -53.8% | +50.0% | -103.8% | -57.6% |
| 1Y | -51.1% | +53.4% | -104.5% | -55.1% |
| All | -51.1% | +53.8% | -104.9% | -55.1% |
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