+637.8%
MSFT vs ROKU
+880.6%
-242.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -0.8% | -0.4% | -0.4% | -0.8% |
| 30D | +0.8% | +2.1% | -1.2% | +0.5% |
| 3M | +27.2% | +29.5% | -2.3% | +22.3% |
| 6M | +22.9% | +53.8% | -30.9% | +15.1% |
| YTD | +3.1% | +42.8% | -39.7% | -2.7% |
| 1Y | -0.3% | +60.7% | -61.0% | -7.6% |
| 3Y | +50.1% | +83.9% | -33.8% | +30.5% |
| 5Y | +74.6% | -52.8% | +127.4% | +68.2% |
| All | +637.8% | +880.6% | -242.7% | +440.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling