+633.1%
MSFT vs ROKU
+875.4%
-242.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -3.5% | -2.6% | -0.8% | -3.1% |
| 30D | -2.1% | +2.1% | -4.2% | -2.4% |
| 3M | +24.2% | +31.8% | -7.6% | +19.1% |
| 6M | +21.9% | +53.3% | -31.4% | +14.2% |
| YTD | +2.5% | +42.1% | -39.6% | -3.2% |
| 1Y | -0.8% | +62.3% | -63.1% | -8.2% |
| 3Y | +50.8% | +84.6% | -33.9% | +31.0% |
| 5Y | +73.5% | -53.1% | +126.6% | +67.2% |
| All | +633.1% | +875.4% | -242.4% | +437.5% |
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 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