+440.2%
MSCI vs ROKU
+884.7%
-444.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | +0.4% | -1.3% | +1.7% | +0.6% |
| 30D | +0.6% | +5.9% | -5.3% | -0.3% |
| 3M | -7.1% | +23.9% | -31.0% | -10.2% |
| 6M | +0.8% | +59.6% | -58.7% | -6.3% |
| YTD | +1.0% | +43.4% | -42.4% | -5.0% |
| 1Y | +4.3% | +60.2% | -55.8% | -3.7% |
| 3Y | +9.9% | +90.4% | -80.4% | -5.9% |
| 5Y | -6.8% | -54.5% | +47.8% | -10.7% |
| All | +440.2% | +884.7% | -444.6% | +308.4% |
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