+149.4%
MAR vs ROKU
-52.4%
+201.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | -5.4% | +2.1% | -7.5% | -5.7% |
| 3M | -15.5% | +29.5% | -45.0% | -19.0% |
| 6M | +3.0% | +53.8% | -50.8% | -4.1% |
| YTD | +8.5% | +42.8% | -34.3% | +1.9% |
| 1Y | +26.0% | +60.7% | -34.8% | +15.8% |
| 3Y | +68.6% | +83.9% | -15.3% | +45.4% |
| All | +149.4% | -52.4% | +201.8% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling