+2,073.1%
FTNT vs ROKU
+880.6%
+1,192.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | -0.1% | -0.4% | +0.3% | -0.1% |
| 30D | -3.0% | +2.1% | -5.0% | -3.4% |
| 3M | +7.6% | +29.5% | -21.9% | +2.1% |
| 6M | +87.0% | +53.8% | +33.2% | +71.2% |
| YTD | +96.5% | +42.8% | +53.7% | +81.9% |
| 1Y | +92.9% | +60.7% | +32.2% | +74.4% |
| 3Y | +139.8% | +83.9% | +56.0% | +100.4% |
| 5Y | +151.3% | -52.8% | +204.1% | +141.2% |
| All | +2,073.1% | +880.6% | +1,192.5% | +1,424.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling