+57.4%
MAR vs ROKU
+53.8%
+3.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.9% |
| 7D | +7.7% | +4.8% | +2.9% | +7.1% |
| 30D | +19.4% | +6.1% | +13.3% | +18.6% |
| 3M | +23.3% | +10.5% | +12.8% | +21.9% |
| 6M | +22.8% | +29.2% | -6.3% | +19.1% |
| YTD | +37.8% | +50.0% | -12.3% | +29.0% |
| 1Y | +57.4% | +53.4% | +4.0% | +51.1% |
| All | +57.4% | +53.8% | +3.6% | +51.1% |
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