+25.0%
FLEX vs ROKU
+53.8%
-28.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.5% | -13.8% | -12.7% |
| 7D | -17.0% | +4.8% | -21.8% | -18.0% |
| 30D | -33.8% | +6.1% | -39.9% | -35.0% |
| 3M | -39.0% | +10.5% | -49.5% | -40.9% |
| 6M | -15.9% | +29.2% | -45.1% | -22.5% |
| YTD | +27.8% | +50.0% | -22.2% | +8.2% |
| 1Y | +25.0% | +53.4% | -28.4% | +3.8% |
| All | +25.0% | +53.8% | -28.8% | +3.8% |
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