+83.9%
ROKU vs AUR
+84.2%
-0.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -0.4% | +1.4% | -1.8% | -0.8% |
| 30D | +2.1% | -6.4% | +8.5% | +3.1% |
| 3M | +29.5% | +7.7% | +21.8% | +25.7% |
| 6M | +53.8% | +44.5% | +9.3% | +37.2% |
| YTD | +42.8% | +67.4% | -24.6% | +22.4% |
| 1Y | +60.7% | +15.4% | +45.3% | +48.9% |
| 3Y | +83.9% | +94.8% | -11.0% | +6.7% |
| All | +83.9% | +84.2% | -0.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling