+53.4%
ROKU vs ALK
-1.1%
+54.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.8% | -7.3% | -0.1% |
| 7D | +4.8% | +12.4% | -7.6% | +2.4% |
| 30D | +6.1% | +2.1% | +4.0% | +5.5% |
| 3M | +10.5% | -23.9% | +34.4% | +16.3% |
| 6M | +29.2% | +8.2% | +20.9% | +24.5% |
| YTD | +50.0% | -20.5% | +70.5% | +49.4% |
| 1Y | +53.4% | -1.0% | +54.5% | +48.1% |
| All | +53.4% | -1.1% | +54.5% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling