-3.7%
FISV vs ROKU
+53.8%
-57.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +5.8% |
| 7D | +29.6% | +4.8% | +24.9% | +28.2% |
| 30D | +34.5% | +6.1% | +28.4% | +32.6% |
| 3M | +11.2% | +10.5% | +0.8% | +8.7% |
| 6M | -1.2% | +29.2% | -30.4% | -6.7% |
| YTD | -7.6% | +50.0% | -57.7% | -19.6% |
| 1Y | -3.7% | +53.4% | -57.1% | -16.2% |
| All | -3.7% | +53.8% | -57.5% | -16.2% |
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