+561.0%
ROKU vs Z
-17.4%
+578.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.3% | +2.9% |
| 7D | -0.1% | -3.3% | +3.1% | +1.3% |
| 30D | +1.5% | -3.7% | +5.2% | +2.4% |
| 3M | +25.7% | -7.0% | +32.7% | +27.2% |
| 6M | +54.5% | -29.5% | +84.0% | +77.4% |
| YTD | +43.2% | -52.6% | +95.7% | +96.6% |
| 1Y | +56.3% | -64.0% | +120.3% | +142.2% |
| 3Y | +86.1% | -36.4% | +122.5% | +103.3% |
| 5Y | -53.6% | -65.8% | +12.2% | -37.4% |
| All | +561.0% | -17.4% | +578.4% | +587.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling