+53.4%
ROKU vs AS
+3.3%
+50.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | +0.1% |
| 7D | +4.8% | +13.8% | -9.0% | +1.2% |
| 30D | +6.1% | +16.7% | -10.6% | +1.6% |
| 3M | +10.5% | -11.5% | +22.0% | +14.7% |
| 6M | +29.2% | -5.5% | +34.7% | +30.4% |
| YTD | +50.0% | -14.2% | +64.2% | +54.0% |
| 1Y | +53.4% | +2.1% | +51.3% | +55.0% |
| All | +53.4% | +3.3% | +50.1% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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