+32.6%
NET vs ROKU
-43.8%
+76.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.3% |
| 7D | -16.4% | +4.8% | -21.1% | -18.3% |
| 30D | -25.8% | +6.1% | -31.9% | -28.1% |
| 3M | -11.5% | +10.5% | -22.0% | -16.2% |
| 6M | +18.9% | +29.2% | -10.2% | +1.7% |
| YTD | +35.2% | +50.0% | -14.8% | +5.5% |
| 1Y | +14.5% | +53.4% | -39.0% | -12.2% |
| 3Y | +313.8% | +92.1% | +221.8% | +147.7% |
| 5Y | +32.6% | -43.8% | +76.3% | +30.5% |
| All | +32.6% | -43.8% | +76.4% | +30.5% |
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