+0.5%
META vs ROKU
+49.3%
-48.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.8% | +3.5% | -4.3% | -1.6% |
| 30D | -15.4% | +5.1% | -20.5% | -16.4% |
| 3M | +3.5% | +7.0% | -3.4% | +1.8% |
| 6M | -0.3% | +25.4% | -25.7% | -5.6% |
| YTD | -7.3% | +48.0% | -55.3% | -17.5% |
| All | +0.5% | +49.3% | -48.8% | -11.1% |
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