-56.5%
ROKU vs PL
+28.1%
-84.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.4% | -10.3% | -2.7% |
| 7D | +3.5% | -6.8% | +10.3% | +5.0% |
| 30D | +5.1% | -29.3% | +34.4% | +14.5% |
| 3M | +7.0% | -44.8% | +51.7% | +23.7% |
| 6M | +25.4% | -68.4% | +93.8% | +62.7% |
| YTD | +48.0% | -36.4% | +84.3% | +45.6% |
| 1Y | +53.1% | +0.7% | +52.4% | +25.4% |
| 3Y | +92.7% | +455.3% | -362.6% | -37.7% |
| 5Y | -42.4% | +22.7% | -65.1% | -68.5% |
| All | -56.5% | +28.1% | -84.5% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling