+122.9%
FIX vs ROKU
+57.7%
+65.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.3% |
| 7D | +6.0% | -1.3% | +7.4% | +6.3% |
| 30D | -7.2% | +5.9% | -13.1% | -8.6% |
| 3M | -15.9% | +23.9% | -39.7% | -20.8% |
| 6M | +12.7% | +59.6% | -46.8% | -2.2% |
| YTD | +72.8% | +43.4% | +29.4% | +52.7% |
| 1Y | +122.9% | +60.2% | +62.7% | +96.8% |
| All | +122.9% | +57.7% | +65.2% | +96.8% |
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