+550.6%
ROKU vs FN
+1,042.2%
-491.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.7% |
| 7D | -3.0% | +5.8% | -8.8% | -4.9% |
| 30D | +0.7% | -20.6% | +21.3% | +7.1% |
| 3M | +26.5% | -28.6% | +55.1% | +36.7% |
| 6M | +52.6% | -20.7% | +73.4% | +53.9% |
| YTD | +40.9% | -8.1% | +49.1% | +30.6% |
| 1Y | +57.6% | +13.3% | +44.3% | +32.1% |
| 3Y | +83.2% | +175.7% | -92.5% | -3.2% |
| 5Y | -54.8% | +297.4% | -352.2% | -80.9% |
| All | +550.6% | +1,042.2% | -491.6% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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