+583.1%
ROKU vs CAPR
-58.7%
+641.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | 0.0% |
| 7D | +3.5% | +41.1% | -37.6% | +2.7% |
| 30D | +5.1% | +11.1% | -6.0% | +4.8% |
| 3M | +7.0% | +115.3% | -108.3% | +4.7% |
| 6M | +25.4% | -73.8% | +99.2% | +26.8% |
| YTD | +48.0% | -68.8% | +116.8% | +48.8% |
| 1Y | +53.1% | +43.3% | +9.8% | +41.2% |
| 3Y | +92.7% | +214.7% | -122.0% | +62.3% |
| 5Y | -42.4% | +141.3% | -183.7% | -52.0% |
| All | +583.1% | -58.7% | +641.8% | +512.1% |
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