+8.6%
FLUT vs ROKU
+884.7%
-876.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.0% |
| 7D | -1.6% | -1.3% | -0.3% | -1.5% |
| 30D | +7.7% | +5.9% | +1.9% | +7.2% |
| 3M | -0.7% | +23.9% | -24.6% | -2.9% |
| 6M | -11.2% | +59.6% | -70.7% | -15.3% |
| YTD | -53.4% | +43.4% | -96.9% | -55.3% |
| 1Y | -65.8% | +60.2% | -125.9% | -67.5% |
| 3Y | -44.9% | +90.4% | -135.3% | -49.7% |
| 5Y | -49.7% | -54.5% | +4.8% | -53.9% |
| All | +8.6% | +884.7% | -876.2% | +1.0% |
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 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