+793.8%
FLEX vs ROKU
+867.7%
-74.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.2% |
| 7D | +6.4% | -3.0% | +9.4% | +6.9% |
| 30D | -5.9% | +0.7% | -6.6% | -6.0% |
| 3M | -23.5% | +26.5% | -49.9% | -26.5% |
| 6M | +83.7% | +52.6% | +31.1% | +71.5% |
| YTD | +86.5% | +40.9% | +45.6% | +75.7% |
| 1Y | +100.5% | +57.6% | +42.9% | +85.4% |
| 3Y | +469.8% | +83.2% | +386.7% | +396.1% |
| 5Y | +725.7% | -54.8% | +780.5% | +696.1% |
| All | +793.8% | +867.7% | -74.0% | +577.8% |
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 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