-46.2%
RBLX vs ROKU
-52.4%
+6.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.1% |
| 7D | +5.1% | -0.4% | +5.5% | +5.3% |
| 30D | +28.0% | +2.1% | +26.0% | +26.8% |
| 3M | +4.6% | +29.5% | -24.9% | -8.4% |
| 6M | -24.7% | +53.8% | -78.4% | -39.9% |
| YTD | -43.8% | +42.8% | -86.7% | -53.9% |
| 1Y | -65.8% | +60.7% | -126.5% | -73.8% |
| 3Y | +59.4% | +83.9% | -24.5% | -4.6% |
| All | -46.2% | -52.4% | +6.2% | -52.5% |
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 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