+561.0%
ROKU vs CAPR
-58.4%
+619.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.5% | -0.1% |
| 7D | -0.1% | -9.5% | +9.4% | +0.1% |
| 30D | +1.5% | +121.5% | -120.1% | -0.6% |
| 3M | +25.7% | -65.4% | +91.1% | +26.6% |
| 6M | +54.5% | -67.5% | +122.0% | +55.6% |
| YTD | +43.2% | -68.6% | +111.8% | +44.2% |
| 1Y | +56.3% | +42.7% | +13.6% | +44.2% |
| 3Y | +86.1% | +43.4% | +42.7% | +61.9% |
| 5Y | -53.6% | +86.0% | -139.6% | -61.0% |
| All | +561.0% | -58.4% | +619.5% | +493.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling