+453.5%
FLEX vs ROKU
+915.9%
-462.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | -19.3% | +3.5% | -22.8% | -19.7% |
| 30D | -41.5% | +5.1% | -46.6% | -42.0% |
| 3M | -43.1% | +7.0% | -50.1% | -43.7% |
| 6M | -48.2% | +25.4% | -73.6% | -50.3% |
| YTD | +15.5% | +48.0% | -32.5% | +7.9% |
| 1Y | +10.2% | +53.1% | -42.9% | +2.4% |
| 3Y | +256.8% | +92.7% | +164.1% | +210.3% |
| 5Y | +408.2% | -42.4% | +450.6% | +375.5% |
| All | +453.5% | +915.9% | -462.5% | +316.3% |
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