+37.3%
IR vs ROKU
-54.3%
+91.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.8% |
| 7D | -1.9% | -3.0% | +1.2% | -1.4% |
| 30D | -15.0% | +0.7% | -15.7% | -15.2% |
| 3M | -0.4% | +26.5% | -26.9% | -4.4% |
| 6M | -15.0% | +52.6% | -67.7% | -21.0% |
| YTD | -7.1% | +40.9% | -48.0% | -12.8% |
| 1Y | -7.5% | +57.6% | -65.2% | -15.0% |
| 3Y | +6.3% | +83.2% | -76.9% | -9.0% |
| 5Y | +37.3% | -54.8% | +92.2% | +24.5% |
| All | +37.3% | -54.3% | +91.6% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling