+342.8%
JCI vs ROKU
+883.2%
-540.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | +5.1% | -0.1% | +5.2% | +5.1% |
| 30D | -3.8% | +1.5% | -5.3% | -4.0% |
| 3M | +1.9% | +25.7% | -23.8% | -0.1% |
| 6M | +11.2% | +54.5% | -43.3% | +7.0% |
| YTD | +22.9% | +43.2% | -20.2% | +18.9% |
| 1Y | +37.4% | +56.3% | -18.9% | +31.7% |
| 3Y | +167.8% | +86.1% | +81.7% | +148.0% |
| 5Y | +115.0% | -53.6% | +168.6% | +102.8% |
| All | +342.8% | +883.2% | -540.4% | +333.8% |
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 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