+550.6%
ROKU vs IT
+38.1%
+512.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.9% |
| 7D | -3.0% | -9.1% | +6.1% | +0.7% |
| 30D | +0.7% | -12.2% | +12.9% | +5.7% |
| 3M | +26.5% | +7.8% | +18.6% | +18.2% |
| 6M | +52.6% | +2.0% | +50.7% | +43.6% |
| YTD | +40.9% | -32.7% | +73.7% | +60.3% |
| 1Y | +57.6% | -31.1% | +88.7% | +74.9% |
| 3Y | +83.2% | -52.1% | +135.3% | +142.2% |
| 5Y | -54.8% | -46.3% | -8.5% | -43.9% |
| All | +550.6% | +38.1% | +512.5% | +533.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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