-70.8%
OPEN vs ROKU
+32.1%
-103.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +1.7% |
| 7D | -4.3% | -1.3% | -2.9% | -3.4% |
| 30D | -16.2% | +5.9% | -22.1% | -19.4% |
| 3M | -36.4% | +23.9% | -60.3% | -45.7% |
| 6M | -35.5% | +59.6% | -95.0% | -53.5% |
| YTD | -46.0% | +43.4% | -89.4% | -58.5% |
| 1Y | -47.1% | +60.2% | -107.3% | -62.3% |
| 3Y | -19.0% | +90.4% | -109.4% | -56.1% |
| 5Y | -83.6% | -54.5% | -29.0% | -82.5% |
| All | -70.8% | +32.1% | -103.0% | -75.7% |
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 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