+120.9%
HPQ vs ROKU
+867.7%
-746.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.1% |
| 7D | +2.2% | -3.0% | +5.3% | +2.6% |
| 30D | +9.7% | +0.7% | +9.0% | +9.6% |
| 3M | +32.7% | +26.5% | +6.3% | +28.7% |
| 6M | +77.7% | +52.6% | +25.1% | +68.0% |
| YTD | +51.0% | +40.9% | +10.1% | +43.9% |
| 1Y | +18.4% | +57.6% | -39.2% | +11.1% |
| 3Y | +25.6% | +83.2% | -57.6% | +12.1% |
| 5Y | +38.6% | -54.8% | +93.5% | +32.2% |
| All | +120.9% | +867.7% | -746.8% | +73.1% |
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