+561.0%
ROKU vs STZ
-29.4%
+590.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.5% | +1.9% |
| 7D | -0.1% | -7.4% | +7.3% | +2.7% |
| 30D | +1.5% | -10.9% | +12.3% | +5.6% |
| 3M | +25.7% | -13.4% | +39.1% | +32.2% |
| 6M | +54.5% | -16.2% | +70.7% | +63.4% |
| YTD | +43.2% | -10.4% | +53.6% | +45.5% |
| 1Y | +56.3% | -14.8% | +71.1% | +61.6% |
| 3Y | +86.1% | -50.1% | +136.3% | +136.7% |
| 5Y | -53.6% | -38.8% | -14.8% | -45.3% |
| All | +561.0% | -29.4% | +590.4% | +598.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling