-21.7%
ONON vs ROKU
-51.1%
+29.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | -2.1% | -0.4% | -1.6% | -1.9% |
| 30D | -11.6% | +2.1% | -13.7% | -12.2% |
| 3M | -30.1% | +29.5% | -59.6% | -36.7% |
| 6M | -30.5% | +53.8% | -84.3% | -40.9% |
| YTD | -41.0% | +42.8% | -83.8% | -48.9% |
| 1Y | -36.7% | +60.7% | -97.4% | -47.9% |
| 3Y | -8.6% | +83.9% | -92.5% | -35.0% |
| All | -21.7% | -51.1% | +29.4% | -29.5% |
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