-45.2%
INTU vs ROKU
+53.8%
-99.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.1% |
| 7D | +8.7% | +4.8% | +3.9% | +7.4% |
| 30D | +25.9% | +6.1% | +19.8% | +24.0% |
| 3M | +10.7% | +10.5% | +0.2% | +8.1% |
| 6M | -11.6% | +29.2% | -40.7% | -16.8% |
| YTD | -45.4% | +50.0% | -95.4% | -51.6% |
| 1Y | -45.2% | +53.4% | -98.6% | -51.9% |
| All | -45.2% | +53.8% | -99.0% | -51.9% |
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 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