+150.1%
INTU vs ROKU
+884.7%
-734.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.1% |
| 7D | -7.1% | -1.3% | -5.8% | -6.9% |
| 30D | +1.5% | +5.9% | -4.4% | +0.4% |
| 3M | +10.7% | +23.9% | -13.2% | +6.1% |
| 6M | -23.8% | +59.6% | -83.4% | -30.5% |
| YTD | -49.3% | +43.4% | -92.7% | -52.9% |
| 1Y | -49.7% | +60.2% | -109.8% | -54.3% |
| 3Y | -38.0% | +90.4% | -128.4% | -48.5% |
| 5Y | -38.7% | -54.5% | +15.8% | -41.6% |
| All | +150.1% | +884.7% | -734.6% | +75.3% |
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 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