+362.2%
FSLR vs ROKU
+883.2%
-521.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +6.8% | -0.1% | +6.9% | +6.8% |
| 30D | -14.7% | +1.5% | -16.2% | -14.9% |
| 3M | -22.6% | +25.7% | -48.3% | -25.4% |
| 6M | +12.7% | +54.5% | -41.8% | +5.2% |
| YTD | -18.4% | +43.2% | -61.6% | -23.2% |
| 1Y | +4.9% | +56.3% | -51.4% | -2.7% |
| 3Y | +16.4% | +86.1% | -69.7% | +1.1% |
| 5Y | +123.5% | -53.6% | +177.0% | +115.2% |
| All | +362.2% | +883.2% | -521.0% | +282.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling