+81.9%
META vs ROKU
-42.6%
+124.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.8% | +3.5% | -4.3% | -1.8% |
| 30D | -15.4% | +5.1% | -20.5% | -16.7% |
| 3M | +3.5% | +7.0% | -3.4% | +1.4% |
| 6M | -0.3% | +25.4% | -25.7% | -7.5% |
| YTD | -7.3% | +48.0% | -55.3% | -18.9% |
| 1Y | -1.1% | +53.1% | -54.2% | -14.5% |
| 3Y | +95.1% | +92.7% | +2.4% | +45.4% |
| All | +81.9% | -42.6% | +124.5% | +59.5% |
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