-63.2%
FIS vs ROKU
+915.9%
-979.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -25.5% | +3.5% | -29.0% | -25.8% |
| 30D | -15.1% | +5.1% | -20.2% | -15.6% |
| 3M | -32.1% | +7.0% | -39.1% | -32.7% |
| 6M | -36.1% | +25.4% | -61.5% | -37.8% |
| YTD | -55.4% | +48.0% | -103.4% | -57.5% |
| 1Y | -53.9% | +53.1% | -107.0% | -56.3% |
| 3Y | -39.8% | +92.7% | -132.5% | -46.1% |
| 5Y | -71.1% | -42.4% | -28.7% | -72.9% |
| All | -63.2% | +915.9% | -979.1% | -71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling