+129.0%
FITB vs ROKU
+80.8%
+48.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -0.4% | -3.0% | +2.7% | +0.2% |
| 30D | -5.1% | +0.7% | -5.8% | -5.3% |
| 3M | +3.5% | +26.5% | -22.9% | -1.1% |
| 6M | +17.2% | +52.6% | -35.4% | +7.8% |
| YTD | +17.6% | +40.9% | -23.3% | +9.4% |
| 1Y | +23.4% | +57.6% | -34.3% | +11.9% |
| All | +129.0% | +80.8% | +48.2% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling