-35.4%
RBLX vs ROKU
-58.2%
+22.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | +8.1% | -2.6% | +10.8% | +9.4% |
| 30D | +23.9% | +2.1% | +21.8% | +22.6% |
| 3M | +8.1% | +31.8% | -23.6% | -6.0% |
| 6M | -23.7% | +53.3% | -77.0% | -39.0% |
| YTD | -44.6% | +42.1% | -86.7% | -54.3% |
| 1Y | -66.2% | +62.3% | -128.5% | -74.2% |
| 3Y | +54.7% | +84.6% | -29.9% | -7.2% |
| 5Y | -48.9% | -53.1% | +4.1% | -49.2% |
| All | -35.4% | -58.2% | +22.8% | -34.2% |
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