+550.6%
ROKU vs FFIV
+235.7%
+314.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.4% | -4.2% |
| 7D | -3.0% | +3.5% | -6.5% | -5.4% |
| 30D | +0.7% | -1.3% | +2.0% | +0.8% |
| 3M | +26.5% | +2.4% | +24.1% | +22.2% |
| 6M | +52.6% | +41.8% | +10.8% | +15.5% |
| YTD | +40.9% | +58.5% | -17.6% | -2.2% |
| 1Y | +57.6% | +24.3% | +33.3% | +28.3% |
| 3Y | +83.2% | +152.0% | -68.8% | -10.7% |
| 5Y | -54.8% | +99.1% | -153.9% | -74.1% |
| All | +550.6% | +235.7% | +314.9% | +249.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling