+60.7%
ROKU vs S
+8.9%
+51.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.4% | -0.7% | +0.2% | -0.3% |
| 30D | +2.1% | -11.4% | +13.5% | +3.8% |
| 3M | +29.5% | +33.8% | -4.3% | +20.1% |
| 6M | +53.8% | +39.5% | +14.3% | +40.0% |
| YTD | +42.8% | +31.7% | +11.1% | +29.4% |
| 1Y | +60.7% | +7.0% | +53.7% | +48.3% |
| All | +60.7% | +8.9% | +51.8% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling