+65.8%
MAR vs ROKU
+82.2%
-16.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -2.1% | -2.6% | +0.6% | -1.7% |
| 30D | -5.7% | +2.1% | -7.8% | -6.0% |
| 3M | -14.6% | +31.8% | -46.4% | -18.4% |
| 6M | +1.3% | +53.3% | -51.9% | -5.6% |
| YTD | +6.7% | +42.1% | -35.4% | +0.2% |
| 1Y | +26.4% | +62.3% | -35.9% | +15.8% |
| All | +65.8% | +82.2% | -16.4% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling