+550.6%
ROKU vs FND
+24.1%
+526.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | -3.0% | -0.8% | -2.3% | -2.8% |
| 30D | +0.7% | -19.6% | +20.3% | +11.0% |
| 3M | +26.5% | -4.3% | +30.8% | +26.1% |
| 6M | +52.6% | -20.4% | +73.1% | +64.1% |
| YTD | +40.9% | -21.9% | +62.8% | +51.0% |
| 1Y | +57.6% | -45.2% | +102.8% | +98.5% |
| 3Y | +83.2% | -49.2% | +132.4% | +121.6% |
| 5Y | -54.8% | -61.8% | +7.0% | -38.6% |
| All | +550.6% | +24.1% | +526.6% | +494.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling