+398.5%
GE vs ROKU
-41.8%
+440.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +7.1% | +3.5% | +3.6% | +6.6% |
| 30D | +6.5% | +5.1% | +1.4% | +5.7% |
| 3M | -13.6% | +7.0% | -20.5% | -14.4% |
| 6M | +6.0% | +25.4% | -19.4% | +2.1% |
| YTD | +5.4% | +48.0% | -42.6% | -1.4% |
| 1Y | +6.5% | +53.1% | -46.7% | -1.0% |
| 3Y | +268.6% | +92.7% | +175.9% | +217.7% |
| All | +398.5% | -41.8% | +440.4% | +356.8% |
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