-61.1%
FISV vs ROKU
+57.7%
-118.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | -0.3% | -1.3% | +1.0% | 0.0% |
| 30D | -2.1% | +5.9% | -7.9% | -3.3% |
| 3M | -5.7% | +23.9% | -29.6% | -10.1% |
| 6M | -15.3% | +59.6% | -74.9% | -24.1% |
| YTD | -21.1% | +43.4% | -64.5% | -29.6% |
| 1Y | -61.1% | +60.2% | -121.2% | -66.1% |
| All | -61.1% | +57.7% | -118.8% | -66.1% |
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