+81.5%
ROKU vs FFIV
+151.3%
-69.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.4% | -3.7% |
| 7D | -3.0% | +3.5% | -6.5% | -4.9% |
| 30D | +0.7% | -1.3% | +2.0% | +0.9% |
| 3M | +26.5% | +2.4% | +24.1% | +22.8% |
| 6M | +52.6% | +41.8% | +10.8% | +18.3% |
| YTD | +40.9% | +58.5% | -17.6% | +0.5% |
| 1Y | +57.6% | +24.3% | +33.3% | +31.8% |
| All | +81.5% | +151.3% | -69.8% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling