-40.9%
SE vs ROKU
+57.7%
-98.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | -6.1% | -1.3% | -4.8% | -5.8% |
| 30D | -2.5% | +5.9% | -8.3% | -3.9% |
| 3M | +21.7% | +23.9% | -2.2% | +15.0% |
| 6M | +27.0% | +59.6% | -32.6% | +10.0% |
| YTD | -12.1% | +43.4% | -55.5% | -20.9% |
| 1Y | -40.9% | +60.2% | -101.1% | -47.6% |
| All | -40.9% | +57.7% | -98.7% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling