+94.3%
ORCL vs ROKU
-54.7%
+149.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | +15.0% | -0.1% | +15.1% | +15.0% |
| 30D | +10.5% | +1.5% | +9.1% | +10.3% |
| 3M | -23.0% | +25.7% | -48.7% | -25.7% |
| 6M | +7.0% | +54.5% | -47.5% | +0.3% |
| YTD | -15.8% | +43.2% | -59.0% | -20.4% |
| 1Y | -31.1% | +56.3% | -87.4% | -35.7% |
| 3Y | +33.3% | +86.1% | -52.8% | +17.7% |
| 5Y | +94.3% | -53.6% | +147.9% | +72.5% |
| All | +94.3% | -54.7% | +149.1% | +72.5% |
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 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