-53.1%
ROKU vs FFIV
+95.0%
-148.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +2.0% |
| 7D | -2.6% | +1.6% | -4.3% | -4.0% |
| 30D | +2.1% | -3.7% | +5.9% | +4.2% |
| 3M | +31.8% | +2.0% | +29.8% | +26.6% |
| 6M | +53.3% | +39.3% | +14.0% | +10.7% |
| YTD | +42.1% | +56.1% | -14.0% | -8.3% |
| 1Y | +62.3% | +22.0% | +40.4% | +28.3% |
| 3Y | +84.6% | +148.2% | -63.6% | -28.8% |
| 5Y | -53.1% | +96.3% | -149.4% | -77.2% |
| All | -53.1% | +95.0% | -148.1% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling