-39.3%
NFLX vs ROKU
+53.8%
-93.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.4% |
| 7D | +7.1% | +4.8% | +2.3% | +6.1% |
| 30D | -1.6% | +6.1% | -7.7% | -2.7% |
| 3M | -9.8% | +10.5% | -20.2% | -11.3% |
| 6M | -27.1% | +29.2% | -56.2% | -29.9% |
| YTD | -29.2% | +50.0% | -79.2% | -37.7% |
| 1Y | -39.3% | +53.4% | -92.7% | -45.3% |
| All | -39.3% | +53.8% | -93.1% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling