+562.1%
ROKU vs P
+516.5%
+45.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.3% |
| 7D | -1.3% | +6.5% | -7.9% | -4.2% |
| 30D | +5.9% | +18.8% | -13.0% | -3.7% |
| 3M | +23.9% | +26.7% | -2.9% | +7.4% |
| 6M | +59.6% | +62.2% | -2.6% | +19.8% |
| YTD | +43.4% | +48.5% | -5.1% | +10.6% |
| 1Y | +60.2% | +26.4% | +33.8% | +28.1% |
| 3Y | +90.4% | +159.4% | -69.0% | -5.1% |
| 5Y | -54.5% | +275.8% | -330.3% | -81.6% |
| All | +562.1% | +516.5% | +45.5% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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