-66.2%
ROKU vs S
-57.8%
-8.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.8% |
| 7D | -0.1% | -5.8% | +5.7% | +2.4% |
| 30D | +1.5% | -9.2% | +10.7% | +4.4% |
| 3M | +25.7% | +23.4% | +2.3% | +11.8% |
| 6M | +54.5% | +36.9% | +17.5% | +28.5% |
| YTD | +43.2% | +29.5% | +13.7% | +21.6% |
| 1Y | +56.3% | +5.4% | +50.9% | +43.5% |
| 3Y | +86.1% | +14.7% | +71.4% | +51.7% |
| 5Y | -53.6% | -71.5% | +17.9% | -45.7% |
| All | -66.2% | -57.8% | -8.4% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling