-52.0%
ROKU vs FND
-63.3%
+11.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | -0.4% | -5.8% | +5.3% | +2.7% |
| 30D | +2.1% | -20.2% | +22.3% | +14.9% |
| 3M | +29.5% | -12.0% | +41.5% | +35.1% |
| 6M | +53.8% | -18.5% | +72.3% | +64.8% |
| YTD | +42.8% | -22.3% | +65.1% | +54.6% |
| 1Y | +60.7% | -47.6% | +108.4% | +119.3% |
| 3Y | +83.9% | -49.8% | +133.6% | +121.8% |
| All | -52.0% | -63.3% | +11.3% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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