+174.2%
FITB vs ROKU
+884.7%
-710.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | +0.6% | -1.3% | +1.9% | +0.8% |
| 30D | -4.7% | +5.9% | -10.6% | -5.3% |
| 3M | +6.7% | +23.9% | -17.2% | +4.1% |
| 6M | +12.6% | +59.6% | -47.0% | +6.8% |
| YTD | +19.1% | +43.4% | -24.3% | +14.0% |
| 1Y | +22.6% | +60.2% | -37.5% | +15.8% |
| 3Y | +127.1% | +90.4% | +36.7% | +104.6% |
| 5Y | +71.8% | -54.5% | +126.4% | +62.2% |
| All | +174.2% | +884.7% | -710.5% | +120.2% |
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 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