+177.4%
SCHW vs ROKU
+875.4%
-698.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | -2.8% | -2.6% | -0.1% | -2.5% |
| 30D | -0.1% | +2.1% | -2.2% | -0.2% |
| 3M | +20.6% | +31.8% | -11.2% | +17.4% |
| 6M | +15.9% | +53.3% | -37.3% | +11.1% |
| YTD | +8.5% | +42.1% | -33.6% | +4.5% |
| 1Y | +17.8% | +62.3% | -44.5% | +11.9% |
| 3Y | +88.5% | +84.6% | +3.9% | +72.1% |
| 5Y | +60.6% | -53.1% | +113.7% | +53.7% |
| All | +177.4% | +875.4% | -698.1% | +120.7% |
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