+108.8%
JCI vs ROKU
-54.7%
+163.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | +0.4% | -2.6% | +3.1% | +0.8% |
| 30D | -7.7% | +2.1% | -9.8% | -8.0% |
| 3M | +2.8% | +31.8% | -29.0% | -1.5% |
| 6M | +7.2% | +53.3% | -46.0% | +0.4% |
| YTD | +20.0% | +42.1% | -22.1% | +13.1% |
| 1Y | +33.3% | +62.3% | -29.1% | +23.1% |
| 3Y | +161.3% | +84.6% | +76.7% | +127.5% |
| 5Y | +108.8% | -53.1% | +161.8% | +86.6% |
| All | +108.8% | -54.7% | +163.5% | +86.6% |
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