+2,897.4%
FIX vs ROKU
+915.9%
+1,981.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.4% | +5.4% |
| 7D | -17.5% | +3.5% | -20.9% | -17.7% |
| 30D | -41.6% | +5.1% | -46.7% | -41.9% |
| 3M | -40.6% | +7.0% | -47.6% | -41.0% |
| 6M | -49.4% | +25.4% | -74.8% | -50.6% |
| YTD | +9.2% | +48.0% | -38.8% | +4.6% |
| 1Y | +6.5% | +53.1% | -46.7% | +1.7% |
| 3Y | +448.7% | +92.7% | +356.0% | +403.5% |
| 5Y | +948.7% | -42.4% | +991.1% | +882.6% |
| All | +2,897.4% | +915.9% | +1,981.4% | +2,525.7% |
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