+98.5%
FLEX vs ROKU
+57.7%
+40.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.0% |
| 7D | -0.9% | -1.3% | +0.4% | -0.5% |
| 30D | -10.1% | +5.9% | -16.0% | -11.7% |
| 3M | -31.3% | +23.9% | -55.2% | -35.9% |
| 6M | +71.3% | +59.6% | +11.7% | +45.9% |
| YTD | +81.2% | +43.4% | +37.8% | +57.3% |
| 1Y | +98.5% | +60.2% | +38.3% | +64.8% |
| All | +98.5% | +57.7% | +40.8% | +64.8% |
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