-6.3%
JD vs ROKU
+86.5%
-92.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -16.0% | +1.5% | -17.5% | -16.2% |
| 3M | -3.2% | +25.7% | -28.9% | -6.6% |
| 6M | +6.1% | +54.5% | -48.4% | -1.0% |
| YTD | -0.1% | +43.2% | -43.3% | -5.9% |
| 1Y | -12.7% | +56.3% | -69.0% | -19.0% |
| 3Y | -6.3% | +86.1% | -92.4% | -12.8% |
| All | -6.3% | +86.5% | -92.8% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling