+559.3%
ROKU vs CAPR
-61.6%
+620.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -0.4% | -11.0% | +10.5% | -0.2% |
| 30D | +2.1% | +99.8% | -97.7% | +0.2% |
| 3M | +29.5% | -66.6% | +96.1% | +30.5% |
| 6M | +53.8% | -75.1% | +128.9% | +55.8% |
| YTD | +42.8% | -71.0% | +113.8% | +44.1% |
| 1Y | +60.7% | +30.0% | +30.8% | +48.6% |
| 3Y | +83.9% | +29.0% | +54.9% | +60.4% |
| 5Y | -52.8% | +70.8% | -123.6% | -60.2% |
| All | +559.3% | -61.6% | +620.9% | +492.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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