+2,105.4%
FIX vs ROKU
-54.8%
+2,160.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.2% |
| 7D | +6.0% | -1.3% | +7.4% | +6.2% |
| 30D | -7.2% | +5.9% | -13.1% | -8.1% |
| 3M | -15.9% | +23.9% | -39.7% | -19.0% |
| 6M | +12.7% | +59.6% | -46.8% | +4.1% |
| YTD | +72.8% | +43.4% | +29.4% | +61.7% |
| 1Y | +122.9% | +60.2% | +62.7% | +104.7% |
| 3Y | +774.3% | +90.4% | +683.9% | +652.9% |
| All | +2,105.4% | -54.8% | +2,160.2% | +1,932.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling