+28.7%
O vs ROKU
+80.8%
-52.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.4% |
| 7D | -2.3% | -3.0% | +0.8% | -2.1% |
| 30D | -2.4% | +0.7% | -3.1% | -2.5% |
| 3M | -0.6% | +26.5% | -27.0% | -1.6% |
| 6M | -5.0% | +52.6% | -57.6% | -6.8% |
| YTD | +10.4% | +40.9% | -30.6% | +8.6% |
| 1Y | +6.6% | +57.6% | -51.1% | +4.2% |
| All | +28.7% | +80.8% | -52.0% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling