-20.1%
JD vs ROKU
+880.6%
-900.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -4.2% | -0.4% | -3.8% | -4.2% |
| 30D | -14.4% | +2.1% | -16.5% | -14.8% |
| 3M | -3.6% | +29.5% | -33.1% | -8.7% |
| 6M | -0.3% | +53.8% | -54.1% | -9.2% |
| YTD | -2.4% | +42.8% | -45.2% | -10.0% |
| 1Y | -18.5% | +60.7% | -79.3% | -26.8% |
| 3Y | -7.0% | +83.9% | -90.9% | -24.2% |
| 5Y | -61.7% | -52.8% | -8.9% | -63.6% |
| All | -20.1% | +880.6% | -900.7% | -44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling