+4,657.9%
FIX vs ROKU
+867.7%
+3,790.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.9% |
| 7D | +3.5% | -3.0% | +6.6% | +3.8% |
| 30D | -3.5% | +0.7% | -4.2% | -3.6% |
| 3M | -11.8% | +26.5% | -38.2% | -14.0% |
| 6M | +17.8% | +52.6% | -34.8% | +12.8% |
| YTD | +73.3% | +40.9% | +32.4% | +66.9% |
| 1Y | +128.1% | +57.6% | +70.5% | +117.2% |
| 3Y | +772.7% | +83.2% | +689.5% | +702.2% |
| 5Y | +2,166.4% | -54.8% | +2,221.3% | +2,051.2% |
| All | +4,657.9% | +867.7% | +3,790.2% | +4,089.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling