-53.1%
ROKU vs FDS
-28.1%
-24.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.8% | +6.6% | +3.6% |
| 7D | -2.6% | -16.0% | +13.3% | +5.7% |
| 30D | +2.1% | -6.7% | +8.9% | +4.9% |
| 3M | +31.8% | +6.0% | +25.8% | +25.1% |
| 6M | +53.3% | +25.1% | +28.2% | +28.9% |
| YTD | +42.1% | -8.1% | +50.2% | +44.3% |
| 1Y | +62.3% | -26.0% | +88.4% | +90.7% |
| 3Y | +84.6% | -36.4% | +121.1% | +138.7% |
| 5Y | -53.1% | -27.7% | -25.3% | -30.0% |
| All | -53.1% | -28.1% | -24.9% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling