+550.6%
ROKU vs FTI
+306.7%
+243.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | -3.0% | -2.3% | -0.7% | -2.6% |
| 30D | +0.7% | +5.0% | -4.3% | -0.3% |
| 3M | +26.5% | +13.8% | +12.6% | +22.9% |
| 6M | +52.6% | +22.9% | +29.8% | +45.6% |
| YTD | +40.9% | +75.0% | -34.0% | +25.1% |
| 1Y | +57.6% | +96.9% | -39.2% | +36.2% |
| 3Y | +83.2% | +276.7% | -193.5% | +39.0% |
| 5Y | -54.8% | +1,157.0% | -1,211.8% | -72.3% |
| All | +550.6% | +306.7% | +243.9% | +365.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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