+327.1%
NET vs ROKU
+93.1%
+234.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.3% |
| 7D | -7.0% | -1.3% | -5.7% | -6.5% |
| 30D | -4.8% | +5.9% | -10.7% | -6.9% |
| 3M | +3.8% | +23.9% | -20.1% | -4.9% |
| 6M | +50.0% | +59.6% | -9.5% | +23.0% |
| YTD | +41.5% | +43.4% | -1.9% | +20.5% |
| 1Y | +32.8% | +60.2% | -27.3% | +8.0% |
| All | +327.1% | +93.1% | +234.0% | +223.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling