+266.8%
META vs ROKU
+883.2%
-616.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +6.0% | -0.1% | +6.2% | +6.1% |
| 30D | +3.6% | +1.5% | +2.2% | +3.3% |
| 3M | +4.9% | +25.7% | -20.8% | -0.4% |
| 6M | -4.7% | +54.5% | -59.2% | -13.4% |
| YTD | -6.9% | +43.2% | -50.1% | -14.4% |
| 1Y | -18.2% | +56.3% | -74.5% | -26.4% |
| 3Y | +107.8% | +86.1% | +21.6% | +70.6% |
| 5Y | +63.9% | -53.6% | +117.5% | +54.0% |
| All | +266.8% | +883.2% | -616.4% | +161.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling