+550.6%
ROKU vs STLA
-43.7%
+594.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.8% |
| 7D | -3.0% | +0.4% | -3.4% | -3.3% |
| 30D | +0.7% | -5.2% | +5.9% | +2.4% |
| 3M | +26.5% | -24.9% | +51.3% | +40.4% |
| 6M | +52.6% | -25.2% | +77.8% | +69.0% |
| YTD | +40.9% | -51.4% | +92.4% | +82.0% |
| 1Y | +57.6% | -40.7% | +98.3% | +83.4% |
| 3Y | +83.2% | -66.3% | +149.4% | +162.1% |
| 5Y | -54.8% | -63.2% | +8.4% | -39.1% |
| All | +550.6% | -43.7% | +594.3% | +760.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling