+120.8%
SBUX vs ROKU
+880.6%
-759.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -5.5% | -0.4% | -5.1% | -5.4% |
| 30D | -8.5% | +2.1% | -10.5% | -8.7% |
| 3M | -2.9% | +29.5% | -32.4% | -5.9% |
| 6M | -1.5% | +53.8% | -55.3% | -6.7% |
| YTD | +19.4% | +42.8% | -23.4% | +13.9% |
| 1Y | +22.9% | +60.7% | -37.8% | +15.4% |
| 3Y | +11.3% | +83.9% | -72.6% | -0.6% |
| 5Y | -6.9% | -52.8% | +46.0% | -12.1% |
| All | +120.8% | +880.6% | -759.8% | +86.9% |
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 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