+185.7%
RF vs ROKU
+884.7%
-699.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.1% |
| 7D | +1.3% | -1.3% | +2.6% | +1.5% |
| 30D | -3.6% | +5.9% | -9.5% | -4.2% |
| 3M | +8.1% | +23.9% | -15.8% | +5.5% |
| 6M | +11.5% | +59.6% | -48.1% | +5.8% |
| YTD | +15.6% | +43.4% | -27.8% | +10.7% |
| 1Y | +15.7% | +60.2% | -44.5% | +9.3% |
| 3Y | +86.9% | +90.4% | -3.5% | +68.8% |
| 5Y | +89.8% | -54.5% | +144.4% | +78.5% |
| All | +185.7% | +884.7% | -699.0% | +129.2% |
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