-53.1%
ROKU vs STLA
-63.7%
+10.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.6% | -3.8% | +1.2% | -0.8% |
| 30D | +2.1% | -3.1% | +5.2% | +3.1% |
| 3M | +31.8% | -19.6% | +51.4% | +44.8% |
| 6M | +53.3% | -23.5% | +76.8% | +71.4% |
| YTD | +42.1% | -51.5% | +93.6% | +95.4% |
| 1Y | +62.3% | -39.7% | +102.0% | +90.8% |
| 3Y | +84.6% | -66.3% | +151.0% | +188.2% |
| 5Y | -53.1% | -63.1% | +10.1% | -40.8% |
| All | -53.1% | -63.7% | +10.6% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling