+7.5%
IR vs ROKU
+80.8%
-73.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.7% |
| 7D | -1.9% | -3.0% | +1.2% | -1.3% |
| 30D | -15.0% | +0.7% | -15.7% | -15.2% |
| 3M | -0.4% | +26.5% | -26.9% | -5.1% |
| 6M | -15.0% | +52.6% | -67.7% | -22.1% |
| YTD | -7.1% | +40.9% | -48.0% | -13.8% |
| 1Y | -7.5% | +57.6% | -65.2% | -16.3% |
| All | +7.5% | +80.8% | -73.3% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling