+260.8%
GE vs ROKU
+83.2%
+177.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -4.0% | -0.4% | -3.6% | -3.9% |
| 30D | -11.4% | +2.1% | -13.5% | -11.7% |
| 3M | -2.6% | +29.5% | -32.1% | -6.7% |
| 6M | -0.3% | +53.8% | -54.1% | -7.2% |
| YTD | +5.4% | +42.8% | -37.4% | -1.1% |
| 1Y | +15.5% | +60.7% | -45.2% | +6.4% |
| 3Y | +260.8% | +83.9% | +176.9% | +219.1% |
| All | +260.8% | +83.2% | +177.6% | +219.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling