-16.5%
JD vs ROKU
+884.7%
-901.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| YTD | +2.0% | +43.4% | -41.4% | -6.1% |
| 1Y | -5.4% | +60.2% | -65.5% | -15.0% |
| 3Y | -9.1% | +90.4% | -99.5% | -26.4% |
| 5Y | -59.6% | -54.5% | -5.1% | -61.4% |
| All | -16.5% | +884.7% | -901.3% | -42.3% |
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