+250.7%
HOOD vs ROKU
-66.3%
+316.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.2% |
| 7D | +17.1% | -1.3% | +18.4% | +18.0% |
| 30D | +31.6% | +5.9% | +25.7% | +27.7% |
| 3M | +38.2% | +23.9% | +14.4% | +22.0% |
| 6M | +48.5% | +59.6% | -11.0% | +15.0% |
| YTD | +8.0% | +43.4% | -35.4% | -11.4% |
| 1Y | +18.7% | +60.2% | -41.5% | -8.4% |
| 3Y | +999.1% | +90.4% | +908.7% | +618.1% |
| 5Y | +181.7% | -54.5% | +236.2% | +231.8% |
| All | +250.7% | -66.3% | +316.9% | +535.0% |
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 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