-53.1%
ROKU vs CAPR
+66.0%
-119.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +0.8% |
| 7D | -2.6% | -10.6% | +7.9% | -2.5% |
| 30D | +2.1% | +111.2% | -109.1% | +1.0% |
| 3M | +31.8% | -67.2% | +99.0% | +32.4% |
| 6M | +53.3% | -75.1% | +128.4% | +54.4% |
| YTD | +42.1% | -71.2% | +113.3% | +42.7% |
| 1Y | +62.3% | +31.1% | +31.2% | +54.3% |
| 3Y | +84.6% | +31.3% | +53.3% | +45.2% |
| 5Y | -53.1% | +69.4% | -122.4% | -71.4% |
| All | -53.1% | +66.0% | -119.1% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling