+559.3%
ROKU vs FFIV
+241.6%
+317.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -1.7% |
| 7D | -0.4% | +5.4% | -5.9% | -4.1% |
| 30D | +2.1% | -2.7% | +4.7% | +3.1% |
| 3M | +29.5% | +4.5% | +25.0% | +23.2% |
| 6M | +53.8% | +42.2% | +11.6% | +16.2% |
| YTD | +42.8% | +61.3% | -18.5% | -2.1% |
| 1Y | +60.7% | +23.0% | +37.7% | +31.9% |
| 3Y | +83.9% | +156.3% | -72.4% | -11.4% |
| 5Y | -52.8% | +102.9% | -155.7% | -73.3% |
| All | +559.3% | +241.6% | +317.7% | +249.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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