+86.1%
FLEX vs ROKU
+58.7%
+27.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.4% |
| 7D | +0.1% | -2.6% | +2.8% | +0.9% |
| 30D | -11.8% | +2.1% | -13.9% | -12.4% |
| 3M | -22.6% | +31.8% | -54.4% | -30.0% |
| 6M | +77.3% | +53.3% | +24.1% | +51.7% |
| YTD | +78.8% | +42.1% | +36.7% | +55.0% |
| 1Y | +86.1% | +62.3% | +23.7% | +53.0% |
| All | +86.1% | +58.7% | +27.4% | +53.0% |
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