+635.3%
MSFT vs ROKU
+883.2%
-247.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -1.0% | +1.5% | -2.5% | -1.2% |
| 3M | +20.2% | +25.7% | -5.5% | +16.0% |
| 6M | +21.3% | +54.5% | -33.2% | +13.5% |
| YTD | +2.8% | +43.2% | -40.4% | -3.0% |
| 1Y | 0.0% | +56.3% | -56.3% | -7.1% |
| 3Y | +51.2% | +86.1% | -34.9% | +31.2% |
| 5Y | +71.4% | -53.6% | +125.0% | +65.4% |
| All | +635.3% | +883.2% | -247.8% | +438.5% |
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 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