+121.3%
ITW vs ROKU
+867.7%
-746.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.6% |
| 7D | -1.9% | -3.0% | +1.1% | -1.7% |
| 30D | -10.4% | +0.7% | -11.1% | -10.4% |
| 3M | +3.5% | +26.5% | -22.9% | +1.7% |
| 6M | -3.4% | +52.6% | -56.0% | -6.4% |
| YTD | +8.5% | +40.9% | -32.4% | +5.5% |
| 1Y | +3.2% | +57.6% | -54.4% | -0.5% |
| 3Y | +18.9% | +83.2% | -64.3% | +10.8% |
| 5Y | +35.0% | -54.8% | +89.9% | +29.1% |
| All | +121.3% | +867.7% | -746.4% | +89.0% |
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