-11.4%
MSCI vs ROKU
-54.7%
+43.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -1.7% | +1.5% | -3.2% | -2.0% |
| 3M | -8.2% | +25.7% | -33.9% | -12.0% |
| 6M | -2.4% | +54.5% | -56.9% | -10.0% |
| YTD | -2.8% | +43.2% | -46.0% | -9.5% |
| 1Y | -2.7% | +56.3% | -59.0% | -11.0% |
| 3Y | +7.3% | +86.1% | -78.8% | -10.4% |
| 5Y | -11.4% | -53.6% | +42.2% | -19.0% |
| All | -11.4% | -54.7% | +43.3% | -19.0% |
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 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