-53.1%
ROKU vs STZ
-37.5%
-15.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.1% |
| 7D | -2.6% | -4.1% | +1.4% | -1.2% |
| 30D | +2.1% | -7.6% | +9.7% | +5.0% |
| 3M | +31.8% | -12.3% | +44.1% | +38.3% |
| 6M | +53.3% | -16.3% | +69.6% | +62.6% |
| YTD | +42.1% | -8.4% | +50.4% | +41.7% |
| 1Y | +62.3% | -10.8% | +73.2% | +63.4% |
| 3Y | +84.6% | -49.0% | +133.6% | +149.4% |
| 5Y | -53.1% | -36.5% | -16.6% | -43.6% |
| All | -53.1% | -37.5% | -15.5% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling