-5.4%
JD vs ROKU
+57.7%
-63.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.2% |
| 7D | -1.7% | -1.3% | -0.3% | -1.4% |
| 30D | -13.2% | +5.9% | -19.0% | -14.2% |
| 3M | -3.2% | +23.9% | -27.1% | -7.6% |
| 6M | +15.2% | +59.6% | -44.3% | +2.3% |
| YTD | +2.0% | +43.4% | -41.4% | -5.7% |
| 1Y | -5.4% | +60.2% | -65.5% | -16.9% |
| All | -5.4% | +57.7% | -63.1% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling