+83.9%
ROKU vs STLA
-66.1%
+150.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | -0.3% |
| 7D | -0.4% | -2.9% | +2.5% | +0.6% |
| 30D | +2.1% | +0.9% | +1.1% | +1.3% |
| 3M | +29.5% | -21.6% | +51.1% | +40.3% |
| 6M | +53.8% | -21.6% | +75.4% | +65.9% |
| YTD | +42.8% | -50.4% | +93.2% | +79.4% |
| 1Y | +60.7% | -43.6% | +104.3% | +87.5% |
| 3Y | +83.9% | -66.4% | +150.3% | +131.1% |
| All | +83.9% | -66.1% | +150.0% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling