+112.5%
NET vs ROKU
-54.8%
+167.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.1% |
| 7D | -7.0% | -1.3% | -5.7% | -6.3% |
| 30D | -4.8% | +5.9% | -10.7% | -7.7% |
| 3M | +3.8% | +23.9% | -20.1% | -8.4% |
| 6M | +50.0% | +59.6% | -9.5% | +14.0% |
| YTD | +41.5% | +43.4% | -1.9% | +13.2% |
| 1Y | +32.8% | +60.2% | -27.3% | -0.6% |
| 3Y | +335.9% | +90.4% | +245.5% | +155.6% |
| All | +112.5% | -54.8% | +167.2% | +126.7% |
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