+50.3%
NDAQ vs ROKU
-54.7%
+105.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | -6.8% | -2.6% | -4.1% | -6.5% |
| 30D | -3.2% | +2.1% | -5.3% | -3.4% |
| 3M | +6.5% | +31.8% | -25.3% | +2.6% |
| 6M | +5.7% | +53.3% | -47.5% | -0.3% |
| YTD | -4.6% | +42.1% | -46.7% | -9.4% |
| 1Y | -1.6% | +62.3% | -63.9% | -8.2% |
| 3Y | +86.4% | +84.6% | +1.8% | +64.3% |
| 5Y | +50.3% | -53.1% | +103.4% | +39.0% |
| All | +50.3% | -54.7% | +105.0% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling