-53.1%
ROKU vs Z
-66.6%
+13.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +2.3% |
| 7D | -2.6% | -11.6% | +8.9% | +3.8% |
| 30D | +2.1% | -8.5% | +10.6% | +6.0% |
| 3M | +31.8% | -7.9% | +39.7% | +34.0% |
| 6M | +53.3% | -29.1% | +82.4% | +79.2% |
| YTD | +42.1% | -54.2% | +96.3% | +110.1% |
| 1Y | +62.3% | -63.5% | +125.9% | +170.0% |
| 3Y | +84.6% | -38.6% | +123.3% | +101.3% |
| 5Y | -53.1% | -66.0% | +12.9% | -50.3% |
| All | -53.1% | -66.6% | +13.5% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling