+608.4%
GOOGL vs ROKU
+880.6%
-272.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.2% | +1.7% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | -1.4% | +2.1% | -3.5% | -1.7% |
| 3M | -5.3% | +29.5% | -34.8% | -9.2% |
| 6M | +9.8% | +53.8% | -44.0% | +2.6% |
| YTD | +8.4% | +42.8% | -34.4% | +2.1% |
| 1Y | +41.2% | +60.7% | -19.5% | +30.4% |
| 3Y | +149.6% | +83.9% | +65.7% | +116.2% |
| 5Y | +142.6% | -52.8% | +195.4% | +129.5% |
| All | +608.4% | +880.6% | -272.2% | +430.0% |
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