+57.4%
INTC vs ROKU
+53.8%
+3.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.5% | -5.3% | -4.3% |
| 7D | -39.0% | +4.8% | -43.8% | -39.9% |
| 30D | -49.8% | +6.1% | -56.0% | -50.9% |
| 3M | -42.2% | +10.5% | -52.7% | -44.3% |
| 6M | -39.2% | +29.2% | -68.3% | -44.9% |
| YTD | +57.9% | +50.0% | +7.9% | +33.1% |
| 1Y | +57.4% | +53.4% | +3.9% | +36.3% |
| All | +57.4% | +53.8% | +3.6% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling