+218.9%
RTX vs ROKU
+915.9%
-697.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -5.1% | +3.5% | -8.6% | -5.3% |
| 30D | +5.1% | +5.1% | 0.0% | +4.8% |
| 3M | -14.8% | +7.0% | -21.8% | -15.2% |
| 6M | +8.0% | +25.4% | -17.4% | +6.4% |
| YTD | +4.5% | +48.0% | -43.5% | +1.6% |
| 1Y | +9.8% | +53.1% | -43.3% | +6.5% |
| 3Y | +144.2% | +92.7% | +51.5% | +129.0% |
| 5Y | +131.4% | -42.4% | +173.8% | +124.3% |
| All | +218.9% | +915.9% | -697.1% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling