-87.0%
OPEN vs ROKU
+36.3%
-123.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +0.1% | -21.9% | -21.8% |
| 7D | -22.2% | +3.5% | -25.7% | -23.9% |
| 30D | -38.3% | +5.1% | -43.4% | -40.1% |
| 3M | -59.4% | +7.0% | -66.3% | -61.0% |
| 6M | -74.4% | +25.4% | -99.8% | -78.2% |
| YTD | -76.0% | +48.0% | -123.9% | -81.9% |
| 1Y | -78.7% | +53.1% | -131.8% | -84.2% |
| 3Y | -30.0% | +92.7% | -122.7% | -61.2% |
| 5Y | -93.7% | -42.4% | -51.3% | -94.0% |
| All | -87.0% | +36.3% | -123.4% | -89.4% |
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