+138.3%
GOOGL vs ROKU
-54.7%
+193.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -2.8% | -2.6% | -0.2% | -2.3% |
| 30D | -3.2% | +2.1% | -5.3% | -3.6% |
| 3M | -6.6% | +31.8% | -38.4% | -11.8% |
| 6M | +8.5% | +53.3% | -44.8% | -0.7% |
| YTD | +6.5% | +42.1% | -35.6% | -1.5% |
| 1Y | +39.4% | +62.3% | -22.9% | +25.4% |
| 3Y | +146.2% | +84.6% | +61.6% | +103.3% |
| 5Y | +138.3% | -53.1% | +191.4% | +104.5% |
| All | +138.3% | -54.7% | +193.0% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling