+297.5%
PSX vs ROKU
+880.6%
-583.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | +1.7% | -0.4% | +2.1% | +1.7% |
| 30D | +15.6% | +2.1% | +13.6% | +15.5% |
| 3M | +46.5% | +29.5% | +17.0% | +43.9% |
| 6M | +55.0% | +53.8% | +1.2% | +50.3% |
| YTD | +105.3% | +42.8% | +62.5% | +99.8% |
| 1Y | +101.6% | +60.7% | +40.9% | +94.4% |
| 3Y | +134.1% | +83.9% | +50.2% | +119.4% |
| 5Y | +368.7% | -52.8% | +421.5% | +355.7% |
| All | +297.5% | +880.6% | -583.1% | +235.0% |
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