+53.4%
ROKU vs FLR
+2.5%
+50.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +4.8% | +1.4% | +3.4% | +4.6% |
| 30D | +6.1% | -5.9% | +12.0% | +7.1% |
| 3M | +10.5% | -7.6% | +18.1% | +11.4% |
| 6M | +29.2% | -9.3% | +38.5% | +29.7% |
| YTD | +50.0% | +20.1% | +29.9% | +38.4% |
| 1Y | +53.4% | +3.0% | +50.4% | +43.6% |
| All | +53.4% | +2.5% | +50.9% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling