+422.8%
MSCI vs ROKU
+867.7%
-445.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +0.8% |
| 7D | -1.1% | -3.0% | +2.0% | -0.6% |
| 30D | -1.2% | +0.7% | -1.9% | -1.3% |
| 3M | -8.4% | +26.5% | -34.9% | -11.7% |
| 6M | -1.0% | +52.6% | -53.7% | -7.5% |
| YTD | -2.3% | +40.9% | -43.2% | -7.8% |
| 1Y | -1.2% | +57.6% | -58.8% | -8.6% |
| 3Y | +7.9% | +83.2% | -75.3% | -7.1% |
| 5Y | -10.1% | -54.8% | +44.8% | -13.7% |
| All | +422.8% | +867.7% | -445.0% | +296.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling