+562.1%
ROKU vs ALK
-40.9%
+603.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.3% | -2.3% |
| 7D | -1.3% | -0.7% | -0.7% | -1.1% |
| 30D | +5.9% | -19.2% | +25.1% | +13.8% |
| 3M | +23.9% | -1.5% | +25.4% | +22.6% |
| 6M | +59.6% | -13.1% | +72.6% | +63.1% |
| YTD | +43.4% | -16.4% | +59.8% | +47.4% |
| 1Y | +60.2% | -33.1% | +93.2% | +77.5% |
| 3Y | +90.4% | +0.6% | +89.8% | +76.6% |
| 5Y | -54.5% | -26.4% | -28.2% | -53.6% |
| All | +562.1% | -40.9% | +603.0% | +597.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling