+495.8%
ORLY vs ROKU
+875.4%
-379.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -2.1% | -2.6% | +0.5% | -2.0% |
| 30D | -7.6% | +2.1% | -9.8% | -7.7% |
| 3M | -5.5% | +31.8% | -37.3% | -6.7% |
| 6M | -9.7% | +53.3% | -63.0% | -11.5% |
| YTD | -6.2% | +42.1% | -48.3% | -7.9% |
| 1Y | -18.6% | +62.3% | -81.0% | -20.6% |
| 3Y | +33.8% | +84.6% | -50.8% | +27.6% |
| 5Y | +116.5% | -53.1% | +169.6% | +115.5% |
| All | +495.8% | +875.4% | -379.6% | +414.9% |
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 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