+86.1%
ROKU vs PL
+518.4%
-432.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.2% |
| 7D | -0.1% | -7.5% | +7.4% | +1.3% |
| 30D | +1.5% | -25.6% | +27.0% | +7.2% |
| 3M | +25.7% | -45.6% | +71.3% | +39.4% |
| 6M | +54.5% | -29.5% | +84.0% | +55.3% |
| YTD | +43.2% | -9.7% | +52.9% | +33.6% |
| 1Y | +56.3% | +84.4% | -28.1% | +18.2% |
| 3Y | +86.1% | +550.0% | -463.9% | -25.5% |
| All | +86.1% | +518.4% | -432.3% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling