-84.2%
OPEN vs ROKU
-54.3%
-29.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.2% |
| 7D | -2.9% | -3.0% | +0.1% | -0.9% |
| 30D | -13.8% | +0.7% | -14.5% | -14.2% |
| 3M | -30.9% | +26.5% | -57.3% | -42.3% |
| 6M | -40.9% | +52.6% | -93.6% | -56.8% |
| YTD | -48.5% | +40.9% | -89.5% | -60.5% |
| 1Y | -50.9% | +57.6% | -108.5% | -64.9% |
| 3Y | -20.6% | +83.2% | -103.8% | -57.3% |
| 5Y | -84.2% | -54.8% | -29.3% | -84.9% |
| All | -84.2% | -54.3% | -29.9% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling