+222.2%
MAR vs ROKU
+883.2%
-661.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -6.9% | +1.5% | -8.4% | -7.1% |
| 3M | -15.8% | +25.7% | -41.5% | -18.2% |
| 6M | +1.9% | +54.5% | -52.5% | -3.3% |
| YTD | +6.6% | +43.2% | -36.6% | +1.7% |
| 1Y | +23.7% | +56.3% | -32.6% | +16.5% |
| 3Y | +64.6% | +86.1% | -21.5% | +47.3% |
| 5Y | +156.4% | -53.6% | +209.9% | +144.5% |
| All | +222.2% | +883.2% | -661.0% | +153.4% |
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