-17.5%
PYPL vs ROKU
+867.7%
-885.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | -4.3% | -3.0% | -1.3% | -3.6% |
| 30D | -11.5% | +0.7% | -12.2% | -11.6% |
| 3M | +26.1% | +26.5% | -0.3% | +18.8% |
| 6M | +13.7% | +52.6% | -39.0% | +2.1% |
| YTD | -9.8% | +40.9% | -50.8% | -17.7% |
| 1Y | -22.1% | +57.6% | -79.7% | -30.8% |
| 3Y | -13.5% | +83.2% | -96.7% | -30.5% |
| 5Y | -81.6% | -54.8% | -26.8% | -82.3% |
| All | -17.5% | +867.7% | -885.2% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling