+199.0%
LOW vs ROKU
+883.2%
-684.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -10.1% | +1.5% | -11.6% | -10.2% |
| 3M | -2.9% | +25.7% | -28.6% | -5.5% |
| 6M | -19.4% | +54.5% | -73.9% | -23.4% |
| YTD | -15.4% | +43.2% | -58.6% | -19.2% |
| 1Y | -24.9% | +56.3% | -81.2% | -29.1% |
| 3Y | -7.8% | +86.1% | -93.9% | -17.7% |
| 5Y | +8.4% | -53.6% | +62.0% | +3.9% |
| All | +199.0% | +883.2% | -684.2% | +133.3% |
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