+82.9%
ROKU vs A
+28.1%
+54.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.3% |
| 7D | -2.6% | -4.6% | +1.9% | -0.5% |
| 30D | +2.1% | -4.3% | +6.4% | +4.0% |
| 3M | +31.8% | +8.9% | +22.8% | +25.3% |
| 6M | +53.3% | +24.5% | +28.8% | +33.7% |
| YTD | +42.1% | +5.8% | +36.2% | +36.4% |
| 1Y | +62.3% | +16.2% | +46.1% | +46.1% |
| All | +82.9% | +28.1% | +54.8% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3y: compounded portfolio wealth divided by compounded A 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…
3y analysis · Full analysis span regression · 6 months rolling