+189.2%
IR vs ROKU
+875.4%
-686.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -3.1% | -2.6% | -0.4% | -2.8% |
| 30D | -14.0% | +2.1% | -16.1% | -14.2% |
| 3M | +3.7% | +31.8% | -28.1% | +0.5% |
| 6M | -15.4% | +53.3% | -68.7% | -19.5% |
| YTD | -7.7% | +42.1% | -49.7% | -11.6% |
| 1Y | -8.8% | +62.3% | -71.2% | -14.0% |
| 3Y | +5.6% | +84.6% | -79.1% | -4.6% |
| 5Y | +34.3% | -53.1% | +87.4% | +27.1% |
| All | +189.2% | +875.4% | -686.3% | +128.8% |
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