-54.8%
ROKU vs ALK
-28.1%
-26.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.1% |
| 7D | -3.0% | -3.0% | -0.1% | -1.5% |
| 30D | +0.7% | -14.6% | +15.3% | +9.0% |
| 3M | +26.5% | -10.6% | +37.0% | +30.9% |
| 6M | +52.6% | -6.7% | +59.3% | +51.0% |
| YTD | +40.9% | -19.8% | +60.7% | +48.6% |
| 1Y | +57.6% | -35.2% | +92.9% | +87.7% |
| 3Y | +83.2% | +1.4% | +81.8% | +43.4% |
| 5Y | -54.8% | -30.7% | -24.2% | -56.4% |
| All | -54.8% | -28.1% | -26.7% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling