+583.1%
ROKU vs ALK
-45.3%
+628.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +3.5% | +9.0% | -5.6% | +0.1% |
| 30D | +5.1% | -1.6% | +6.7% | +5.1% |
| 3M | +7.0% | -23.2% | +30.1% | +16.2% |
| 6M | +25.4% | -3.9% | +29.3% | +23.8% |
| YTD | +48.0% | -22.6% | +70.5% | +55.0% |
| 1Y | +53.1% | -5.3% | +58.5% | +48.0% |
| 3Y | +92.7% | +18.6% | +74.1% | +67.1% |
| 5Y | -42.4% | -34.4% | -8.0% | -39.5% |
| All | +583.1% | -45.3% | +628.4% | +633.7% |
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