+608.1%
GOOGL vs ROKU
+883.2%
-275.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -4.4% | +1.5% | -5.9% | -4.6% |
| 3M | -6.8% | +25.7% | -32.5% | -10.2% |
| 6M | +13.6% | +54.5% | -40.9% | +6.1% |
| YTD | +8.3% | +43.2% | -34.9% | +2.0% |
| 1Y | +44.9% | +56.3% | -11.3% | +34.4% |
| 3Y | +150.5% | +86.1% | +64.4% | +116.5% |
| 5Y | +137.7% | -53.6% | +191.3% | +125.3% |
| All | +608.1% | +883.2% | -275.1% | +429.5% |
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