+60.7%
ROKU vs STZ
-11.8%
+72.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | -0.4% | -4.5% | +4.0% | -0.2% |
| 30D | +2.1% | -8.6% | +10.7% | +2.5% |
| 3M | +29.5% | -13.8% | +43.3% | +30.4% |
| 6M | +53.8% | -17.2% | +70.9% | +54.1% |
| YTD | +42.8% | -9.4% | +52.2% | +37.3% |
| 1Y | +60.7% | -11.9% | +72.6% | +51.9% |
| All | +60.7% | -11.8% | +72.5% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling