+143.9%
GM vs ROKU
+880.6%
-736.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | -1.1% | +2.1% | -3.2% | -1.4% |
| 3M | +6.1% | +29.5% | -23.4% | +2.4% |
| 6M | +15.0% | +53.8% | -38.8% | +8.4% |
| YTD | +6.0% | +42.8% | -36.8% | +0.6% |
| 1Y | +47.1% | +60.7% | -13.6% | +37.3% |
| 3Y | +170.5% | +83.9% | +86.6% | +139.8% |
| 5Y | +80.5% | -52.8% | +133.3% | +67.7% |
| All | +143.9% | +880.6% | -736.7% | +91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling