+226.1%
INTC vs ROKU
+880.6%
-654.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +7.5% | -0.4% | +7.9% | +7.5% |
| 30D | +2.0% | +2.1% | -0.1% | +1.6% |
| 3M | -12.0% | +29.5% | -41.5% | -15.9% |
| 6M | +114.5% | +53.8% | +60.8% | +99.5% |
| YTD | +179.0% | +42.8% | +136.2% | +161.8% |
| 1Y | +318.3% | +60.7% | +257.6% | +284.8% |
| 3Y | +171.2% | +83.9% | +87.3% | +134.1% |
| 5Y | +107.6% | -52.8% | +160.4% | +94.5% |
| All | +226.1% | +880.6% | -654.5% | +147.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling