-15.0%
PYPL vs ROKU
+880.6%
-895.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.6% |
| 7D | -2.3% | -0.4% | -1.8% | -2.2% |
| 30D | -9.0% | +2.1% | -11.1% | -9.5% |
| 3M | +30.6% | +29.5% | +1.1% | +22.3% |
| 6M | +18.6% | +53.8% | -35.2% | +6.3% |
| YTD | -7.2% | +42.8% | -50.0% | -15.5% |
| 1Y | -19.3% | +60.7% | -80.0% | -28.7% |
| 3Y | -12.3% | +83.9% | -96.2% | -29.6% |
| 5Y | -80.9% | -52.8% | -28.1% | -81.8% |
| All | -15.0% | +880.6% | -895.6% | -36.9% |
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 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