+60.2%
ROKU vs MKTX
-8.5%
+68.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -1.3% | +0.4% | -1.7% | -1.3% |
| 30D | +5.9% | +1.1% | +4.8% | +5.8% |
| 3M | +23.9% | +36.1% | -12.2% | +19.9% |
| 6M | +59.6% | -12.9% | +72.4% | +59.7% |
| YTD | +43.4% | -8.5% | +51.9% | +41.3% |
| 1Y | +60.2% | -7.5% | +67.7% | +55.5% |
| All | +60.2% | -8.5% | +68.7% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling