+559.3%
ROKU vs FDS
+59.9%
+499.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +1.2% |
| 7D | -0.4% | -14.0% | +13.6% | +7.6% |
| 30D | +2.1% | -6.2% | +8.3% | +4.9% |
| 3M | +29.5% | +10.2% | +19.3% | +19.8% |
| 6M | +53.8% | +27.4% | +26.3% | +27.0% |
| YTD | +42.8% | -9.3% | +52.1% | +43.6% |
| 1Y | +60.7% | -28.6% | +89.4% | +85.6% |
| 3Y | +83.9% | -36.8% | +120.7% | +128.0% |
| 5Y | -52.8% | -28.6% | -24.2% | -45.1% |
| All | +559.3% | +59.9% | +499.4% | +522.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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