-4.9%
SHOP vs ROKU
+53.8%
-58.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +6.6% |
| 7D | -9.0% | +4.8% | -13.8% | -11.1% |
| 30D | -4.4% | +6.1% | -10.5% | -7.2% |
| 3M | +24.1% | +10.5% | +13.6% | +18.3% |
| 6M | +20.0% | +29.2% | -9.2% | +5.9% |
| YTD | -4.9% | +50.0% | -55.0% | -25.8% |
| 1Y | -4.9% | +53.4% | -58.3% | -24.7% |
| All | -4.9% | +53.8% | -58.7% | -24.7% |
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 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