-18.2%
META vs ROKU
+58.7%
-76.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -15.8% |
| YTD | -6.9% | +43.2% | -50.1% | -16.5% |
| 1Y | -18.2% | +56.3% | -74.5% | -28.4% |
| All | -18.2% | +58.7% | -76.8% | -28.4% |
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 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