+92.4%
FOXA vs ROKU
+112.3%
-20.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +1.1% |
| 7D | +0.8% | -0.4% | +1.2% | +0.8% |
| 30D | +5.0% | +2.1% | +3.0% | +4.9% |
| 3M | -3.0% | +29.5% | -32.5% | -5.6% |
| 6M | +14.8% | +53.8% | -39.0% | +9.6% |
| YTD | -8.9% | +42.8% | -51.7% | -12.5% |
| 1Y | +13.3% | +60.7% | -47.4% | +7.3% |
| 3Y | +115.4% | +83.9% | +31.5% | +95.5% |
| 5Y | +95.3% | -52.8% | +148.1% | +80.0% |
| All | +92.4% | +112.3% | -20.0% | +56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling