+16.0%
O vs ROKU
-52.4%
+68.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -2.9% | -0.4% | -2.4% | -2.8% |
| 30D | -4.5% | +2.1% | -6.6% | -4.6% |
| 3M | -2.6% | +29.5% | -32.1% | -4.1% |
| 6M | -5.6% | +53.8% | -59.4% | -8.0% |
| YTD | +9.3% | +42.8% | -33.5% | +6.8% |
| 1Y | +4.3% | +60.7% | -56.4% | +1.1% |
| 3Y | +27.4% | +83.9% | -56.5% | +19.5% |
| All | +16.0% | -52.4% | +68.4% | +13.9% |
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