+86.8%
SCHW vs ROKU
+83.2%
+3.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -1.9% | -0.4% | -1.4% | -1.8% |
| 30D | -1.6% | +2.1% | -3.7% | -1.9% |
| 3M | +21.3% | +29.5% | -8.2% | +17.0% |
| 6M | +16.5% | +53.8% | -37.3% | +9.3% |
| YTD | +8.4% | +42.8% | -34.4% | +2.6% |
| 1Y | +15.6% | +60.7% | -45.1% | +7.2% |
| 3Y | +86.8% | +83.9% | +3.0% | +71.6% |
| All | +86.8% | +83.2% | +3.7% | +71.6% |
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