-65.2%
FIS vs ROKU
-55.1%
-10.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.9% | -3.2% |
| 7D | -9.1% | -3.0% | -6.0% | -8.7% |
| 30D | -10.4% | +0.7% | -11.1% | -10.5% |
| 3M | -3.7% | +26.5% | -30.1% | -7.1% |
| 6M | -24.8% | +52.6% | -77.4% | -29.7% |
| YTD | -41.6% | +40.9% | -82.5% | -44.8% |
| 1Y | -42.7% | +57.6% | -100.4% | -47.0% |
| 3Y | -26.2% | +83.2% | -109.4% | -36.6% |
| All | -65.2% | -55.1% | -10.2% | -67.4% |
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