+90.1%
RF vs ROKU
-54.8%
+144.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.2% |
| 7D | +1.3% | -1.3% | +2.6% | +1.5% |
| 30D | -3.6% | +5.9% | -9.5% | -4.5% |
| 3M | +8.1% | +23.9% | -15.8% | +4.0% |
| 6M | +11.5% | +59.6% | -48.1% | +2.5% |
| YTD | +15.6% | +43.4% | -27.8% | +7.8% |
| 1Y | +15.7% | +60.2% | -44.5% | +5.6% |
| 3Y | +86.9% | +90.4% | -3.5% | +57.7% |
| All | +90.1% | -54.8% | +144.9% | +74.1% |
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