+72.5%
ROKU vs AS
+107.2%
-34.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.4% |
| 7D | -3.0% | -2.8% | -0.3% | -2.1% |
| 30D | +0.7% | -23.2% | +23.9% | +10.6% |
| 3M | +26.5% | -20.1% | +46.5% | +36.3% |
| 6M | +52.6% | -18.5% | +71.2% | +62.6% |
| YTD | +40.9% | -25.6% | +66.6% | +54.7% |
| 1Y | +57.6% | -24.4% | +82.0% | +71.0% |
| All | +72.5% | +107.2% | -34.8% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling