+53.4%
ROKU vs Z
-54.2%
+107.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.4% | -7.9% | -0.3% |
| 7D | +4.8% | +10.2% | -5.4% | +2.7% |
| 30D | +6.1% | +23.7% | -17.6% | +1.3% |
| 3M | +10.5% | -6.6% | +17.0% | +11.6% |
| 6M | +29.2% | -23.0% | +52.2% | +38.6% |
| YTD | +50.0% | -50.3% | +100.3% | +72.1% |
| 1Y | +53.4% | -53.6% | +107.0% | +74.4% |
| All | +53.4% | -54.2% | +107.6% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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