+602.5%
GOOG vs ROKU
+875.4%
-272.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -2.5% | -2.6% | +0.1% | -2.1% |
| 30D | -3.6% | +2.1% | -5.7% | -3.9% |
| 3M | -6.4% | +31.8% | -38.2% | -10.4% |
| 6M | +7.8% | +53.3% | -45.5% | +0.8% |
| YTD | +5.5% | +42.1% | -36.6% | -0.6% |
| 1Y | +38.3% | +62.3% | -24.1% | +27.6% |
| 3Y | +143.1% | +84.6% | +58.4% | +110.5% |
| 5Y | +135.0% | -53.1% | +188.1% | +122.3% |
| All | +602.5% | +875.4% | -272.9% | +422.5% |
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