+328.3%
NFLX vs ROKU
+880.6%
-552.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | -1.1% | -0.4% | -0.7% | -1.0% |
| 30D | +4.3% | +2.1% | +2.2% | +3.9% |
| 3M | -4.8% | +29.5% | -34.3% | -10.5% |
| 6M | -18.4% | +53.8% | -72.2% | -26.7% |
| YTD | -17.4% | +42.8% | -60.3% | -24.8% |
| 1Y | -35.7% | +60.7% | -96.4% | -43.2% |
| 3Y | +73.8% | +83.9% | -10.1% | +37.9% |
| 5Y | +29.3% | -52.8% | +82.1% | +24.1% |
| All | +328.3% | +880.6% | -552.2% | +173.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling