+135.2%
INTU vs ROKU
+875.4%
-740.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -9.2% | -2.6% | -6.5% | -8.7% |
| 30D | -7.0% | +2.1% | -9.2% | -7.4% |
| 3M | +10.5% | +31.8% | -21.3% | +4.8% |
| 6M | -30.6% | +53.3% | -83.9% | -36.2% |
| YTD | -52.3% | +42.1% | -94.4% | -55.6% |
| 1Y | -51.8% | +62.3% | -114.1% | -56.3% |
| 3Y | -41.8% | +84.6% | -126.5% | -51.4% |
| 5Y | -42.8% | -53.1% | +10.2% | -45.7% |
| All | +135.2% | +875.4% | -740.3% | +65.1% |
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