+96.1%
ROST vs ROKU
+82.2%
+13.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -2.5% | -2.6% | +0.2% | -2.2% |
| 30D | -10.3% | +2.1% | -12.4% | -10.5% |
| 3M | -2.6% | +31.8% | -34.4% | -5.8% |
| 6M | +6.5% | +53.3% | -46.7% | +1.0% |
| YTD | +25.9% | +42.1% | -16.1% | +20.1% |
| 1Y | +52.3% | +62.3% | -10.0% | +42.9% |
| All | +96.1% | +82.2% | +13.9% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 3y: compounded portfolio wealth divided by compounded ROKU 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…
3y analysis · Full analysis span regression · 6 months rolling