-20.6%
FISV vs ROKU
+56.3%
-77.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.8% | -3.9% |
| 7D | -6.4% | -3.0% | -3.4% | -5.6% |
| 30D | -6.8% | +0.7% | -7.5% | -7.0% |
| 3M | -10.0% | +26.5% | -36.4% | -14.9% |
| 6M | -20.6% | +52.6% | -73.3% | -30.9% |
| All | -20.6% | +56.3% | -77.0% | -30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling