-58.5%
ROKU vs PL
+75.7%
-134.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.6% |
| 7D | -3.0% | -13.9% | +10.8% | +0.9% |
| 30D | +0.7% | -25.5% | +26.2% | +8.9% |
| 3M | +26.5% | -44.8% | +71.2% | +45.6% |
| 6M | +52.6% | -33.3% | +85.9% | +56.0% |
| YTD | +40.9% | -12.7% | +53.6% | +29.1% |
| 1Y | +57.6% | +90.9% | -33.3% | +6.2% |
| 3Y | +83.2% | +528.5% | -445.3% | -39.5% |
| 5Y | -54.8% | +72.7% | -127.5% | -76.2% |
| All | -58.5% | +75.7% | -134.2% | -77.8% |
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