+6.9%
FPS vs ROKU
+71.4%
-64.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.5% |
| 7D | +5.3% | -3.0% | +8.4% | +6.5% |
| 30D | -17.6% | +0.7% | -18.3% | -17.7% |
| 3M | -45.8% | +26.5% | -72.2% | -50.3% |
| 6M | -10.1% | +52.6% | -62.8% | -26.6% |
| All | +6.9% | +71.4% | -64.5% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling