+77.4%
IBM vs ROKU
+80.8%
-3.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +3.6% |
| 7D | +3.6% | -3.0% | +6.6% | +3.9% |
| 30D | +1.5% | +0.7% | +0.8% | +1.4% |
| 3M | -12.9% | +26.5% | -39.4% | -15.6% |
| 6M | -3.9% | +52.6% | -56.5% | -9.2% |
| YTD | -17.3% | +40.9% | -58.3% | -21.5% |
| 1Y | -5.0% | +57.6% | -62.6% | -10.9% |
| All | +77.4% | +80.8% | -3.4% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling