-13.0%
PYPL vs ROKU
+82.2%
-95.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -5.9% | -2.6% | -3.3% | -5.3% |
| 30D | -9.4% | +2.1% | -11.5% | -9.9% |
| 3M | +31.3% | +31.8% | -0.5% | +21.8% |
| 6M | +19.1% | +53.3% | -34.2% | +5.8% |
| YTD | -7.9% | +42.1% | -49.9% | -16.8% |
| 1Y | -17.9% | +62.3% | -80.2% | -28.5% |
| All | -13.0% | +82.2% | -95.2% | -31.3% |
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