+193.1%
LOW vs ROKU
+880.6%
-687.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -3.7% | -0.4% | -3.3% | -3.7% |
| 30D | -8.9% | +2.1% | -10.9% | -9.1% |
| 3M | -10.4% | +29.5% | -39.9% | -13.1% |
| 6M | -19.4% | +53.8% | -73.2% | -23.4% |
| YTD | -17.1% | +42.8% | -59.9% | -20.8% |
| 1Y | -26.3% | +60.7% | -87.0% | -30.6% |
| 3Y | -9.9% | +83.9% | -93.8% | -19.5% |
| 5Y | +6.1% | -52.8% | +58.9% | +1.6% |
| All | +193.1% | +880.6% | -687.5% | +128.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling