+315.2%
ON vs ROKU
+880.6%
-565.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +8.4% |
| 7D | +2.4% | -0.4% | +2.8% | +2.5% |
| 30D | -8.6% | +2.1% | -10.7% | -9.1% |
| 3M | -34.3% | +29.5% | -63.8% | -38.4% |
| 6M | +28.5% | +53.8% | -25.3% | +15.9% |
| YTD | +40.6% | +42.8% | -2.2% | +28.1% |
| 1Y | +55.3% | +60.7% | -5.4% | +37.4% |
| 3Y | -22.2% | +83.9% | -106.1% | -36.8% |
| 5Y | +62.4% | -52.8% | +115.2% | +53.8% |
| All | +315.2% | +880.6% | -565.4% | +189.7% |
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