+158.0%
INTU vs ROKU
+915.9%
-758.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | +0.1% | +3.5% | -3.4% | -0.5% |
| 30D | +15.4% | +5.1% | +10.3% | +14.4% |
| 3M | +6.6% | +7.0% | -0.4% | +5.3% |
| 6M | -11.3% | +25.4% | -36.7% | -15.2% |
| YTD | -47.7% | +48.0% | -95.7% | -51.7% |
| 1Y | -47.0% | +53.1% | -100.2% | -51.4% |
| 3Y | -29.9% | +92.7% | -122.6% | -41.3% |
| 5Y | -42.2% | -42.4% | +0.2% | -46.6% |
| All | +158.0% | +915.9% | -758.0% | +79.9% |
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 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