+559.3%
ROKU vs FLR
+37.0%
+522.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | -0.4% | -3.5% | +3.1% | +0.3% |
| 30D | +2.1% | +4.2% | -2.1% | +1.1% |
| 3M | +29.5% | +8.1% | +21.4% | +26.3% |
| 6M | +53.8% | +21.5% | +32.3% | +45.4% |
| YTD | +42.8% | +36.8% | +6.0% | +31.5% |
| 1Y | +60.7% | +31.2% | +29.5% | +48.8% |
| 3Y | +83.9% | +53.9% | +30.0% | +65.3% |
| 5Y | -52.8% | +243.0% | -295.8% | -62.2% |
| All | +559.3% | +37.0% | +522.3% | +718.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling