+561.0%
ROKU vs FDS
+77.9%
+483.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +2.1% |
| 7D | -0.1% | -5.4% | +5.3% | +2.8% |
| 30D | +1.5% | +1.6% | -0.1% | +0.1% |
| 3M | +25.7% | +17.7% | +8.0% | +12.4% |
| 6M | +54.5% | +29.1% | +25.4% | +27.7% |
| YTD | +43.2% | +1.0% | +42.2% | +36.3% |
| 1Y | +56.3% | -21.6% | +77.9% | +72.3% |
| 3Y | +86.1% | -30.1% | +116.2% | +119.3% |
| 5Y | -53.6% | -20.7% | -32.8% | -48.9% |
| All | +561.0% | +77.9% | +483.1% | +490.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling