-46.9%
FIS vs ROKU
+884.7%
-931.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | +1.1% | -1.3% | +2.4% | +1.2% |
| 30D | -2.2% | +5.9% | -8.1% | -2.8% |
| 3M | +2.1% | +23.9% | -21.7% | -0.4% |
| 6M | -14.7% | +59.6% | -74.2% | -19.2% |
| YTD | -35.7% | +43.4% | -79.1% | -38.5% |
| 1Y | -37.1% | +60.2% | -97.2% | -40.7% |
| 3Y | -20.0% | +90.4% | -110.4% | -28.6% |
| 5Y | -62.1% | -54.5% | -7.6% | -63.8% |
| All | -46.9% | +884.7% | -931.7% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling