+2.2%
ROKU vs FGI
-70.4%
+72.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.5% | -9.3% | -2.0% |
| 7D | -1.3% | +0.5% | -1.9% | -1.4% |
| 30D | +5.9% | +65.4% | -59.5% | +1.4% |
| 3M | +23.9% | +23.5% | +0.4% | +19.8% |
| 6M | +59.6% | +60.5% | -1.0% | +47.9% |
| YTD | +43.4% | +30.0% | +13.4% | +34.3% |
| 1Y | +60.2% | +82.1% | -21.9% | +40.7% |
| 3Y | +90.4% | -4.4% | +94.8% | +68.8% |
| All | +2.2% | -70.4% | +72.6% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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