-44.3%
FLUT vs ROKU
+80.8%
-125.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | -2.6% | -3.0% | +0.4% | -2.0% |
| 30D | +5.4% | +0.7% | +4.7% | +5.3% |
| 3M | -10.8% | +26.5% | -37.2% | -15.3% |
| 6M | -9.2% | +52.6% | -61.9% | -17.7% |
| YTD | -53.8% | +40.9% | -94.7% | -57.6% |
| 1Y | -66.0% | +57.6% | -123.6% | -69.6% |
| All | -44.3% | +80.8% | -125.0% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling