+559.3%
ROKU vs STZ
-28.5%
+587.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | -0.4% | -4.5% | +4.0% | +1.2% |
| 30D | +2.1% | -8.6% | +10.7% | +5.3% |
| 3M | +29.5% | -13.8% | +43.3% | +36.4% |
| 6M | +53.8% | -17.2% | +70.9% | +63.4% |
| YTD | +42.8% | -9.4% | +52.2% | +44.5% |
| 1Y | +60.7% | -11.9% | +72.6% | +63.9% |
| 3Y | +83.9% | -49.6% | +133.5% | +133.0% |
| 5Y | -52.8% | -37.2% | -15.6% | -44.9% |
| All | +559.3% | -28.5% | +587.8% | +593.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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