+95.0%
MO vs ROKU
+83.2%
+11.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +0.1% | -0.4% | +0.6% | +0.1% |
| 30D | +7.1% | +2.1% | +5.1% | +7.2% |
| 3M | -2.0% | +29.5% | -31.5% | -1.1% |
| 6M | +7.3% | +53.8% | -46.5% | +9.0% |
| YTD | +23.5% | +42.8% | -19.3% | +25.4% |
| 1Y | +11.0% | +60.7% | -49.7% | +13.1% |
| 3Y | +95.0% | +83.9% | +11.1% | +100.0% |
| All | +95.0% | +83.2% | +11.8% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling