+303.1%
NDAQ vs ROKU
+880.6%
-577.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -5.9% | -0.4% | -5.4% | -5.8% |
| 30D | -4.7% | +2.1% | -6.7% | -4.9% |
| 3M | +5.5% | +29.5% | -24.0% | +2.7% |
| 6M | +7.4% | +53.8% | -46.4% | +2.5% |
| YTD | -5.5% | +42.8% | -48.3% | -9.2% |
| 1Y | -3.7% | +60.7% | -64.4% | -8.7% |
| 3Y | +85.0% | +83.9% | +1.1% | +67.8% |
| 5Y | +49.0% | -52.8% | +101.8% | +43.0% |
| All | +303.1% | +880.6% | -577.4% | +216.1% |
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