-61.6%
JD vs ROKU
-54.3%
-7.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.1% |
| 7D | -3.0% | -3.0% | +0.1% | -2.2% |
| 30D | -19.3% | +0.7% | -20.0% | -19.5% |
| 3M | -6.0% | +26.5% | -32.5% | -11.9% |
| 6M | +1.8% | +52.6% | -50.8% | -9.5% |
| YTD | -2.6% | +40.9% | -43.5% | -12.0% |
| 1Y | -17.4% | +57.6% | -75.1% | -27.7% |
| 3Y | -8.6% | +83.2% | -91.8% | -30.2% |
| 5Y | -61.6% | -54.8% | -6.8% | -60.0% |
| All | -61.6% | -54.3% | -7.3% | -60.0% |
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