+90.1%
FOXA vs ROKU
+111.2%
-21.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | -3.7% | -2.6% | -1.1% | -3.5% |
| 30D | +5.4% | +2.1% | +3.2% | +5.2% |
| 3M | -3.7% | +31.8% | -35.5% | -6.4% |
| 6M | +12.6% | +53.3% | -40.7% | +7.5% |
| YTD | -10.0% | +42.1% | -52.0% | -13.5% |
| 1Y | +15.0% | +62.3% | -47.3% | +8.9% |
| 3Y | +115.1% | +84.6% | +30.5% | +95.1% |
| 5Y | +93.0% | -53.1% | +146.1% | +78.1% |
| All | +90.1% | +111.2% | -21.1% | +55.0% |
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