+768.6%
FLEX vs ROKU
+884.7%
-116.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.8% |
| 7D | -0.9% | -1.3% | +0.4% | -0.7% |
| 30D | -10.1% | +5.9% | -16.0% | -11.0% |
| 3M | -31.3% | +23.9% | -55.2% | -33.9% |
| 6M | +71.3% | +59.6% | +11.7% | +58.7% |
| YTD | +81.2% | +43.4% | +37.8% | +70.3% |
| 1Y | +98.5% | +60.2% | +38.3% | +83.1% |
| 3Y | +428.2% | +90.4% | +337.8% | +357.2% |
| 5Y | +657.3% | -54.5% | +711.8% | +629.2% |
| All | +768.6% | +884.7% | -116.1% | +556.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling