+562.1%
ROKU vs FN
+1,012.5%
-450.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.9% | -2.7% |
| 7D | -1.3% | -1.7% | +0.4% | -0.8% |
| 30D | +5.9% | -22.0% | +27.9% | +13.1% |
| 3M | +23.9% | -43.0% | +66.9% | +44.2% |
| 6M | +59.6% | -27.7% | +87.3% | +65.4% |
| YTD | +43.4% | -10.5% | +53.9% | +34.1% |
| 1Y | +60.2% | +12.5% | +47.7% | +34.3% |
| 3Y | +90.4% | +153.8% | -63.4% | +3.9% |
| 5Y | -54.5% | +288.0% | -342.5% | -80.7% |
| All | +562.1% | +1,012.5% | -450.4% | +80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling