+20.0%
GE vs ROKU
+57.7%
-37.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.4% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | -11.6% | +5.9% | -17.4% | -12.4% |
| 3M | +3.0% | +23.9% | -20.9% | -0.8% |
| 6M | -0.5% | +59.6% | -60.1% | -8.7% |
| YTD | +9.7% | +43.4% | -33.7% | +2.5% |
| 1Y | +20.0% | +60.2% | -40.1% | +10.2% |
| All | +20.0% | +57.7% | -37.7% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling