-57.8%
ROKU vs PL
+84.9%
-142.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.4% |
| 7D | -1.3% | -9.3% | +8.0% | +1.2% |
| 30D | +5.9% | -18.9% | +24.8% | +11.8% |
| 3M | +23.9% | -58.4% | +82.3% | +53.1% |
| 6M | +59.6% | -30.3% | +89.9% | +61.0% |
| YTD | +43.4% | -8.1% | +51.5% | +29.6% |
| 1Y | +60.2% | +180.5% | -120.3% | -8.9% |
| 3Y | +90.4% | +444.1% | -353.8% | -32.4% |
| 5Y | -54.5% | +83.0% | -137.6% | -76.1% |
| All | -57.8% | +84.9% | -142.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling