-51.5%
FPS vs ROKU
+24.7%
-76.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.9% |
| 7D | +3.1% | -1.3% | +4.4% | +3.4% |
| 30D | -18.6% | +5.9% | -24.4% | -19.6% |
| 3M | -51.5% | +23.9% | -75.4% | -54.0% |
| All | -51.5% | +24.7% | -76.2% | -54.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling