-22.6%
FPS vs ROKU
+82.4%
-105.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.5% | -18.8% | -17.8% |
| 7D | -23.3% | +4.8% | -28.1% | -24.4% |
| 30D | -42.4% | +6.1% | -48.5% | -43.6% |
| 3M | -43.0% | +10.5% | -53.5% | -45.1% |
| 6M | -44.5% | +29.2% | -73.6% | -49.6% |
| All | -22.6% | +82.4% | -105.1% | -38.9% |
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