+108.4%
FSLR vs ROKU
-54.7%
+163.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.9% |
| 7D | -0.1% | -2.6% | +2.5% | +0.4% |
| 30D | -14.0% | +2.1% | -16.1% | -14.4% |
| 3M | -16.9% | +31.8% | -48.7% | -21.4% |
| 6M | +4.7% | +53.3% | -48.5% | -3.8% |
| YTD | -20.7% | +42.1% | -62.8% | -26.5% |
| 1Y | +1.7% | +62.3% | -60.7% | -8.1% |
| 3Y | +13.1% | +84.6% | -71.6% | -5.6% |
| 5Y | +108.4% | -53.1% | +161.5% | +100.7% |
| All | +108.4% | -54.7% | +163.1% | +100.7% |
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