+562.1%
ROKU vs M
+51.0%
+511.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.4% |
| 7D | -1.3% | +4.7% | -6.0% | -2.5% |
| 30D | +5.9% | -9.6% | +15.5% | +8.6% |
| 3M | +23.9% | +0.9% | +23.0% | +22.9% |
| 6M | +59.6% | +22.3% | +37.3% | +49.7% |
| YTD | +43.4% | +6.5% | +36.9% | +38.7% |
| 1Y | +60.2% | +38.8% | +21.4% | +43.6% |
| 3Y | +90.4% | +115.9% | -25.5% | +46.6% |
| 5Y | -54.5% | +28.6% | -83.2% | -60.5% |
| All | +562.1% | +51.0% | +511.1% | +190.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling