+132.4%
HOOD vs ROKU
-65.2%
+197.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -4.8% | +3.5% | -8.3% | -6.4% |
| 30D | -26.1% | +5.1% | -31.2% | -27.9% |
| 3M | -10.8% | +7.0% | -17.8% | -13.8% |
| 6M | +2.4% | +25.4% | -23.1% | -10.1% |
| YTD | -28.5% | +48.0% | -76.4% | -42.2% |
| 1Y | -36.3% | +53.1% | -89.5% | -49.7% |
| 3Y | +743.7% | +92.7% | +651.0% | +460.7% |
| 5Y | +118.6% | -42.4% | +161.0% | +121.8% |
| All | +132.4% | -65.2% | +197.5% | +314.4% |
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