+62.8%
META vs ROKU
-54.8%
+117.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | +6.7% | -1.3% | +8.0% | +7.1% |
| 30D | +4.8% | +5.9% | -1.1% | +3.0% |
| 3M | -1.6% | +23.9% | -25.5% | -8.3% |
| 6M | -7.5% | +59.6% | -67.0% | -20.3% |
| YTD | -6.4% | +43.4% | -49.8% | -17.2% |
| 1Y | -17.3% | +60.2% | -77.5% | -29.8% |
| 3Y | +109.9% | +90.4% | +19.5% | +54.8% |
| All | +62.8% | -54.8% | +117.6% | +47.7% |
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