-0.8%
GOOG vs ROKU
+50.4%
-51.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -1.6% |
| 7D | -0.2% | +2.6% | -2.8% | -0.7% |
| 30D | -18.2% | +5.5% | -23.7% | -19.2% |
| 3M | -21.7% | +9.1% | -30.8% | -23.1% |
| 6M | -26.6% | +28.9% | -55.5% | -30.4% |
| YTD | -10.0% | +47.8% | -57.9% | -17.8% |
| 1Y | -0.8% | +51.8% | -52.6% | -9.2% |
| All | -0.8% | +50.4% | -51.2% | -9.2% |
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