+11.8%
SBUX vs ROKU
+82.2%
-70.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -6.2% | -2.6% | -3.6% | -5.8% |
| 30D | -6.4% | +2.1% | -8.6% | -6.8% |
| 3M | +1.0% | +31.8% | -30.8% | -4.1% |
| 6M | -0.4% | +53.3% | -53.7% | -8.4% |
| YTD | +20.0% | +42.1% | -22.1% | +11.5% |
| 1Y | +22.8% | +62.3% | -39.6% | +10.8% |
| All | +11.8% | +82.2% | -70.4% | -14.3% |
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