+233.3%
RTX vs ROKU
+875.4%
-642.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -2.0% | -2.6% | +0.7% | -1.8% |
| 30D | -11.2% | +2.1% | -13.3% | -11.3% |
| 3M | +12.0% | +31.8% | -19.7% | +10.0% |
| 6M | -3.6% | +53.3% | -56.8% | -6.3% |
| YTD | +9.2% | +42.1% | -32.9% | +6.4% |
| 1Y | +29.7% | +62.3% | -32.6% | +25.3% |
| 3Y | +152.0% | +84.6% | +67.3% | +136.1% |
| 5Y | +165.8% | -53.1% | +218.8% | +160.4% |
| All | +233.3% | +875.4% | -642.1% | +186.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling