+372.2%
JPM vs ROKU
+867.7%
-495.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | -0.4% | -3.0% | +2.6% | -0.2% |
| 30D | -1.4% | +0.7% | -2.1% | -1.5% |
| 3M | +13.9% | +26.5% | -12.5% | +11.6% |
| 6M | +23.5% | +52.6% | -29.1% | +19.1% |
| YTD | +11.6% | +40.9% | -29.3% | +8.1% |
| 1Y | +21.4% | +57.6% | -36.3% | +16.4% |
| 3Y | +163.4% | +83.2% | +80.3% | +143.9% |
| 5Y | +152.5% | -54.8% | +207.3% | +141.7% |
| All | +372.2% | +867.7% | -495.5% | +288.7% |
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 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