-74.1%
OPEN vs ROKU
+30.9%
-105.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -7.2% |
| 7D | -10.5% | -2.6% | -7.9% | -9.0% |
| 30D | -21.8% | +2.1% | -23.9% | -22.9% |
| 3M | -37.5% | +31.8% | -69.3% | -48.8% |
| 6M | -44.1% | +53.3% | -97.4% | -58.7% |
| YTD | -52.0% | +42.1% | -94.0% | -62.9% |
| 1Y | -52.2% | +62.3% | -114.6% | -66.0% |
| 3Y | -25.9% | +84.6% | -110.6% | -58.9% |
| 5Y | -85.1% | -53.1% | -32.0% | -84.3% |
| All | -74.1% | +30.9% | -105.0% | -78.3% |
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