+273.4%
PSX vs ROKU
-41.8%
+315.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -13.1% | +3.5% | -16.6% | -13.4% |
| 30D | -9.5% | +5.1% | -14.6% | -9.9% |
| 3M | +20.2% | +7.0% | +13.2% | +19.5% |
| 6M | +44.9% | +25.4% | +19.5% | +42.0% |
| YTD | +94.4% | +48.0% | +46.4% | +87.3% |
| 1Y | +83.1% | +53.1% | +29.9% | +75.6% |
| 3Y | +132.2% | +92.7% | +39.5% | +112.9% |
| All | +273.4% | -41.8% | +315.2% | +252.8% |
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