+320.8%
NFLX vs ROKU
+867.7%
-547.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -8.1% | -3.0% | -5.1% | -7.4% |
| 30D | -0.3% | +0.7% | -1.0% | -0.5% |
| 3M | -6.6% | +26.5% | -33.1% | -11.8% |
| 6M | -22.7% | +52.6% | -75.3% | -30.4% |
| YTD | -18.9% | +40.9% | -59.8% | -25.9% |
| 1Y | -39.8% | +57.6% | -97.5% | -46.6% |
| 3Y | +71.7% | +83.2% | -11.5% | +36.3% |
| 5Y | +27.2% | -54.8% | +82.1% | +23.2% |
| All | +320.8% | +867.7% | -547.0% | +169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling