+583.1%
ROKU vs P
+499.4%
+83.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -1.4% |
| 7D | +3.5% | -23.8% | +27.3% | +14.6% |
| 30D | +5.1% | -36.6% | +41.7% | +24.3% |
| 3M | +7.0% | +10.9% | -3.9% | -3.9% |
| 6M | +25.4% | +30.0% | -4.6% | +0.4% |
| YTD | +48.0% | +44.4% | +3.6% | +10.6% |
| 1Y | +53.1% | +3.9% | +49.2% | +29.7% |
| 3Y | +92.7% | +176.6% | -83.9% | -11.7% |
| 5Y | -42.4% | +249.3% | -291.7% | -76.9% |
| All | +583.1% | +499.4% | +83.6% | +96.0% |
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