-45.9%
SE vs ROKU
+62.9%
-108.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | -5.2% | -0.4% | -4.8% | -5.1% |
| 30D | -17.1% | +2.1% | -19.1% | -17.5% |
| 3M | +24.0% | +29.5% | -5.5% | +14.9% |
| 6M | +21.0% | +53.8% | -32.8% | +5.2% |
| YTD | -16.7% | +42.8% | -59.5% | -25.1% |
| 1Y | -45.9% | +60.7% | -106.7% | -52.3% |
| All | -45.9% | +62.9% | -108.8% | -52.3% |
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 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