+137.6%
PSX vs ROKU
+98.8%
+38.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -13.1% | +3.5% | -16.6% | -13.5% |
| 30D | -9.5% | +5.1% | -14.6% | -10.1% |
| 3M | +20.2% | +7.0% | +13.2% | +19.2% |
| 6M | +44.9% | +25.4% | +19.5% | +40.6% |
| YTD | +94.4% | +48.0% | +46.4% | +83.8% |
| 1Y | +83.1% | +53.1% | +29.9% | +71.8% |
| All | +137.6% | +98.8% | +38.8% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling