+2,089.1%
FTNT vs ROKU
+867.7%
+1,221.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | +1.7% | -3.0% | +4.8% | +2.3% |
| 30D | -4.3% | +0.7% | -5.0% | -4.4% |
| 3M | +13.6% | +26.5% | -12.9% | +8.3% |
| 6M | +87.6% | +52.6% | +35.0% | +72.0% |
| YTD | +98.0% | +40.9% | +57.1% | +83.7% |
| 1Y | +96.9% | +57.6% | +39.3% | +78.6% |
| 3Y | +145.4% | +83.2% | +62.2% | +105.2% |
| 5Y | +153.0% | -54.8% | +207.8% | +144.5% |
| All | +2,089.1% | +867.7% | +1,221.4% | +1,439.3% |
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 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