-53.1%
ROKU vs GEN
+21.5%
-74.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -2.6% | -4.3% | +1.7% | -0.5% |
| 30D | +2.1% | +3.8% | -1.6% | 0.0% |
| 3M | +31.8% | +22.3% | +9.5% | +18.4% |
| 6M | +53.3% | +39.0% | +14.3% | +27.3% |
| YTD | +42.1% | +11.9% | +30.2% | +32.0% |
| 1Y | +62.3% | +4.5% | +57.8% | +56.1% |
| 3Y | +84.6% | +59.0% | +25.7% | +35.6% |
| 5Y | -53.1% | +22.0% | -75.0% | -64.1% |
| All | -53.1% | +21.5% | -74.5% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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