+146.5%
IBM vs ROKU
+884.7%
-738.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.2% |
| 7D | -0.3% | -1.3% | +1.0% | -0.2% |
| 30D | +0.3% | +5.9% | -5.6% | -0.1% |
| 3M | -21.6% | +23.9% | -45.5% | -22.9% |
| 6M | -4.7% | +59.6% | -64.3% | -7.9% |
| YTD | -19.1% | +43.4% | -62.5% | -21.3% |
| 1Y | -2.5% | +60.2% | -62.7% | -5.9% |
| 3Y | +74.2% | +90.4% | -16.2% | +63.0% |
| 5Y | +113.1% | -54.5% | +167.7% | +108.7% |
| All | +146.5% | +884.7% | -738.3% | +100.7% |
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