+145.3%
GM vs ROKU
+875.4%
-730.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.7% |
| 7D | -1.1% | -2.6% | +1.6% | -0.7% |
| 30D | -3.4% | +2.1% | -5.5% | -3.7% |
| 3M | +8.7% | +31.8% | -23.1% | +4.6% |
| 6M | +15.4% | +53.3% | -37.9% | +8.9% |
| YTD | +6.6% | +42.1% | -35.5% | +1.3% |
| 1Y | +51.5% | +62.3% | -10.8% | +41.2% |
| 3Y | +169.3% | +84.6% | +84.7% | +138.7% |
| 5Y | +81.6% | -53.1% | +134.6% | +68.8% |
| All | +145.3% | +875.4% | -730.1% | +92.5% |
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