+81.5%
ROKU vs M
+106.8%
-25.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.2% |
| 7D | -3.0% | -4.1% | +1.0% | -1.8% |
| 30D | +0.7% | -13.6% | +14.3% | +5.4% |
| 3M | +26.5% | -2.3% | +28.7% | +26.2% |
| 6M | +52.6% | +21.9% | +30.7% | +40.5% |
| YTD | +40.9% | -0.6% | +41.5% | +37.8% |
| 1Y | +57.6% | +29.7% | +27.9% | +38.6% |
| All | +81.5% | +106.8% | -25.3% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling