+145.8%
GOOG vs ROKU
+83.2%
+62.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | 0.0% | -0.4% | +0.5% | +0.1% |
| 30D | -2.0% | +2.1% | -4.0% | -2.3% |
| 3M | -5.9% | +29.5% | -35.4% | -10.1% |
| 6M | +8.9% | +53.8% | -44.9% | +1.0% |
| YTD | +7.1% | +42.8% | -35.7% | +0.2% |
| 1Y | +39.7% | +60.7% | -21.1% | +27.9% |
| 3Y | +145.8% | +83.9% | +62.0% | +121.1% |
| All | +145.8% | +83.2% | +62.7% | +121.1% |
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