+161.4%
JPM vs ROKU
+82.2%
+79.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -2.3% | -2.6% | +0.3% | -2.0% |
| 30D | -2.3% | +2.1% | -4.5% | -2.6% |
| 3M | +14.9% | +31.8% | -16.9% | +10.3% |
| 6M | +23.6% | +53.3% | -29.6% | +16.0% |
| YTD | +11.3% | +42.1% | -30.8% | +5.2% |
| 1Y | +19.9% | +62.3% | -42.4% | +11.0% |
| All | +161.4% | +82.2% | +79.2% | +124.4% |
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