+84.8%
OKTA vs ROKU
+83.2%
+1.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | +13.0% | +2.1% | +11.0% | +12.3% |
| 3M | +41.7% | +29.5% | +12.2% | +32.7% |
| 6M | +105.9% | +53.8% | +52.1% | +84.5% |
| YTD | +92.6% | +42.8% | +49.7% | +74.8% |
| 1Y | +81.1% | +60.7% | +20.3% | +59.7% |
| 3Y | +84.8% | +83.9% | +0.9% | +61.2% |
| All | +84.8% | +83.2% | +1.7% | +61.2% |
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