+555.8%
ROKU vs FLR
+35.3%
+520.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.3% |
| 7D | -2.6% | -6.9% | +4.2% | -1.2% |
| 30D | +2.1% | +1.1% | +1.0% | +1.7% |
| 3M | +31.8% | +14.3% | +17.5% | +27.0% |
| 6M | +53.3% | +19.1% | +34.2% | +45.5% |
| YTD | +42.1% | +35.1% | +6.9% | +31.2% |
| 1Y | +62.3% | +29.5% | +32.9% | +50.7% |
| 3Y | +84.6% | +53.0% | +31.6% | +66.3% |
| 5Y | -53.1% | +238.9% | -292.0% | -62.3% |
| All | +555.8% | +35.3% | +520.5% | +716.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling