+589.4%
SE vs ROKU
+605.0%
-15.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | -6.1% | -1.3% | -4.8% | -5.7% |
| 30D | -2.5% | +5.9% | -8.3% | -4.2% |
| 3M | +21.7% | +23.9% | -2.2% | +12.9% |
| 6M | +27.0% | +59.6% | -32.6% | +8.7% |
| YTD | -12.1% | +43.4% | -55.5% | -22.6% |
| 1Y | -40.9% | +60.2% | -101.1% | -50.0% |
| 3Y | +191.0% | +90.4% | +100.6% | +112.4% |
| 5Y | -68.3% | -54.5% | -13.7% | -69.4% |
| All | +589.4% | +605.0% | -15.6% | +409.6% |
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 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