-53.1%
ROKU vs M
+13.6%
-66.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +2.8% |
| 7D | -2.6% | -8.8% | +6.1% | +1.0% |
| 30D | +2.1% | -16.4% | +18.5% | +9.7% |
| 3M | +31.8% | -10.8% | +42.6% | +36.7% |
| 6M | +53.3% | +16.1% | +37.2% | +40.7% |
| YTD | +42.1% | -5.3% | +47.3% | +40.6% |
| 1Y | +62.3% | +24.9% | +37.5% | +40.7% |
| 3Y | +84.6% | +97.5% | -12.9% | +15.1% |
| 5Y | -53.1% | +20.4% | -73.4% | -60.5% |
| All | -53.1% | +13.6% | -66.7% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling