+674.0%
MRNA vs ROKU
+280.8%
+393.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.3% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | +126.1% | +2.1% | +124.1% | +125.0% |
| 3M | +190.0% | +29.5% | +160.5% | +173.5% |
| 6M | +157.2% | +53.8% | +103.4% | +134.1% |
| YTD | +388.2% | +42.8% | +345.4% | +350.8% |
| 1Y | +467.0% | +60.7% | +406.3% | +410.8% |
| 3Y | +36.1% | +83.9% | -47.8% | +14.0% |
| 5Y | -68.0% | -52.8% | -15.2% | -70.4% |
| All | +674.0% | +280.8% | +393.3% | +578.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling