+8.6%
FOXA vs ROKU
+57.7%
-49.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.1% |
| 7D | -4.0% | -1.3% | -2.6% | -3.8% |
| 30D | +12.0% | +5.9% | +6.1% | +11.2% |
| 3M | +0.3% | +23.9% | -23.6% | -1.4% |
| 6M | +12.5% | +59.6% | -47.1% | +6.5% |
| YTD | -9.6% | +43.4% | -53.0% | -13.2% |
| 1Y | +8.6% | +60.2% | -51.6% | +1.6% |
| All | +8.6% | +57.7% | -49.1% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling