+726.2%
FLEX vs ROKU
-54.7%
+780.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.5% | +4.4% |
| 7D | +7.0% | -0.1% | +7.1% | +7.0% |
| 30D | -5.8% | +1.5% | -7.3% | -6.1% |
| 3M | -24.2% | +25.7% | -49.9% | -28.0% |
| 6M | +90.8% | +54.5% | +36.3% | +74.3% |
| YTD | +89.2% | +43.2% | +46.0% | +74.6% |
| 1Y | +104.7% | +56.3% | +48.4% | +85.5% |
| 3Y | +478.1% | +86.1% | +392.0% | +383.7% |
| 5Y | +726.2% | -53.6% | +779.8% | +667.7% |
| All | +726.2% | -54.7% | +780.9% | +667.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling