+162.9%
RTX vs ROKU
-54.3%
+217.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.5% |
| 7D | -1.6% | -3.0% | +1.4% | -1.4% |
| 30D | -11.6% | +0.7% | -12.3% | -11.6% |
| 3M | +9.2% | +26.5% | -17.3% | +7.3% |
| 6M | -4.4% | +52.6% | -57.1% | -7.4% |
| YTD | +8.9% | +40.9% | -32.1% | +6.0% |
| 1Y | +32.1% | +57.6% | -25.5% | +27.5% |
| 3Y | +151.2% | +83.2% | +68.1% | +134.0% |
| 5Y | +162.9% | -54.8% | +217.7% | +156.9% |
| All | +162.9% | -54.3% | +217.2% | +156.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling