+0.7%
FPS vs ROKU
+72.7%
-72.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -6.1% |
| 7D | -4.6% | -2.6% | -1.9% | -3.7% |
| 30D | -22.6% | +2.1% | -24.7% | -23.1% |
| 3M | -45.1% | +31.8% | -76.9% | -50.7% |
| 6M | -17.8% | +53.3% | -71.1% | -33.1% |
| All | +0.7% | +72.7% | -72.1% | -18.8% |
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