+228.3%
IR vs ROKU
+915.9%
-687.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +3.7% | +3.5% | +0.2% | +3.3% |
| 30D | +7.4% | +5.1% | +2.3% | +6.9% |
| 3M | -5.9% | +7.0% | -12.9% | -6.6% |
| 6M | +5.6% | +25.4% | -19.9% | +2.8% |
| YTD | +4.8% | +48.0% | -43.1% | 0.0% |
| 1Y | +6.9% | +53.1% | -46.2% | +1.5% |
| 3Y | +27.6% | +92.7% | -65.1% | +15.3% |
| 5Y | +45.8% | -42.4% | +88.2% | +36.1% |
| All | +228.3% | +915.9% | -687.6% | +158.7% |
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