-53.6%
ROKU vs FN
+299.7%
-353.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.8% |
| 7D | -0.1% | +3.5% | -3.7% | -1.1% |
| 30D | +1.5% | -26.0% | +27.4% | +9.1% |
| 3M | +25.7% | -33.3% | +59.0% | +37.4% |
| 6M | +54.5% | -14.9% | +69.4% | +51.8% |
| YTD | +43.2% | -8.6% | +51.7% | +33.8% |
| 1Y | +56.3% | +12.3% | +44.0% | +33.2% |
| 3Y | +86.1% | +174.4% | -88.3% | +2.1% |
| 5Y | -53.6% | +296.4% | -350.0% | -81.2% |
| All | -53.6% | +299.7% | -353.3% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling