+145.2%
GOOGL vs ROKU
+82.2%
+63.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -2.8% | -2.6% | -0.2% | -2.4% |
| 30D | -3.2% | +2.1% | -5.3% | -3.5% |
| 3M | -6.6% | +31.8% | -38.4% | -11.1% |
| 6M | +8.5% | +53.3% | -44.8% | +0.6% |
| YTD | +6.5% | +42.1% | -35.6% | -0.4% |
| 1Y | +39.4% | +62.3% | -22.9% | +27.5% |
| All | +145.2% | +82.2% | +63.0% | +120.0% |
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 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