+123.7%
SBUX vs ROKU
+867.7%
-744.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.8% |
| 7D | -6.3% | -3.0% | -3.2% | -5.9% |
| 30D | -3.9% | +0.7% | -4.6% | -3.9% |
| 3M | +3.3% | +26.5% | -23.2% | +0.3% |
| 6M | +1.4% | +52.6% | -51.2% | -3.8% |
| YTD | +21.0% | +40.9% | -20.0% | +15.5% |
| 1Y | +22.4% | +57.6% | -35.2% | +15.2% |
| 3Y | +13.2% | +83.2% | -70.0% | +1.1% |
| 5Y | -5.2% | -54.8% | +49.6% | -10.2% |
| All | +123.7% | +867.7% | -744.0% | +89.7% |
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