+559.3%
ROKU vs SPY
+250.4%
+308.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.8% |
| 7D | -0.4% | -0.8% | +0.3% | +0.8% |
| 30D | +2.1% | -1.1% | +3.1% | +3.7% |
| 3M | +29.5% | +3.9% | +25.6% | +21.4% |
| 6M | +53.8% | +13.6% | +40.2% | +26.0% |
| YTD | +42.8% | +12.7% | +30.1% | +18.8% |
| 1Y | +60.7% | +17.5% | +43.2% | +25.3% |
| 3Y | +83.9% | +76.9% | +7.0% | -18.4% |
| 5Y | -52.8% | +83.6% | -136.4% | -78.5% |
| All | +559.3% | +250.4% | +308.9% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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