-21.1%
LOW vs ROKU
+57.7%
-78.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.4% |
| 7D | -1.7% | -1.3% | -0.4% | -1.6% |
| 30D | -7.0% | +5.9% | -12.9% | -7.5% |
| 3M | -0.9% | +23.9% | -24.8% | -2.6% |
| 6M | -20.1% | +59.6% | -79.6% | -23.7% |
| YTD | -13.9% | +43.4% | -57.3% | -17.3% |
| 1Y | -21.1% | +60.2% | -81.3% | -25.2% |
| All | -21.1% | +57.7% | -78.9% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling