+320.2%
NDAQ vs ROKU
+883.2%
-563.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -2.6% | -0.1% | -2.4% | -2.6% |
| 30D | +0.5% | +1.5% | -1.0% | +0.3% |
| 3M | +9.9% | +25.7% | -15.8% | +7.3% |
| 6M | +8.2% | +54.5% | -46.3% | +3.2% |
| YTD | -1.5% | +43.2% | -44.7% | -5.4% |
| 1Y | +1.3% | +56.3% | -55.0% | -3.7% |
| 3Y | +92.6% | +86.1% | +6.5% | +74.5% |
| 5Y | +53.8% | -53.6% | +107.4% | +47.8% |
| All | +320.2% | +883.2% | -563.0% | +229.4% |
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