-51.2%
FLUT vs ROKU
-54.7%
+3.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -3.6% | -2.6% | -0.9% | -3.1% |
| 30D | -0.3% | +2.1% | -2.5% | -0.7% |
| 3M | -12.6% | +31.8% | -44.4% | -17.5% |
| 6M | -8.0% | +53.3% | -61.3% | -16.1% |
| YTD | -54.1% | +42.1% | -96.2% | -57.7% |
| 1Y | -66.1% | +62.3% | -128.4% | -69.7% |
| 3Y | -45.0% | +84.6% | -129.7% | -54.8% |
| 5Y | -51.2% | -53.1% | +1.8% | -54.6% |
| All | -51.2% | -54.7% | +3.5% | -54.6% |
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