+162.8%
FTNT vs ROKU
-52.4%
+215.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -0.1% | -0.4% | +0.3% | -0.1% |
| 30D | -3.0% | +2.1% | -5.0% | -3.5% |
| 3M | +7.6% | +29.5% | -21.9% | +1.1% |
| 6M | +87.0% | +53.8% | +33.2% | +68.2% |
| YTD | +96.5% | +42.8% | +53.7% | +79.1% |
| 1Y | +92.9% | +60.7% | +32.2% | +70.9% |
| 3Y | +139.8% | +83.9% | +56.0% | +93.3% |
| All | +162.8% | -52.4% | +215.3% | +144.4% |
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