+322.4%
NET vs ROKU
+93.3%
+229.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.1% |
| 7D | -16.4% | +4.8% | -21.1% | -17.8% |
| 30D | -25.8% | +6.1% | -31.9% | -27.5% |
| 3M | -11.5% | +10.5% | -22.0% | -15.0% |
| 6M | +18.9% | +29.2% | -10.2% | +6.1% |
| YTD | +35.2% | +50.0% | -14.8% | +12.3% |
| 1Y | +14.5% | +53.4% | -39.0% | -6.0% |
| All | +322.4% | +93.3% | +229.1% | +188.3% |
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