-66.3%
ROKU vs S
-57.1%
-9.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -0.4% | -0.7% | +0.2% | -0.2% |
| 30D | +2.1% | -11.4% | +13.5% | +6.3% |
| 3M | +29.5% | +33.8% | -4.3% | +11.1% |
| 6M | +53.8% | +39.5% | +14.3% | +27.0% |
| YTD | +42.8% | +31.7% | +11.1% | +20.4% |
| 1Y | +60.7% | +7.0% | +53.7% | +46.7% |
| 3Y | +83.9% | +11.8% | +72.1% | +52.0% |
| 5Y | -52.8% | -69.0% | +16.2% | -45.8% |
| All | -66.3% | -57.1% | -9.2% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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