+987.2%
SHOP vs ROKU
+875.4%
+111.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -13.2% | -2.6% | -10.6% | -12.2% |
| 30D | -17.0% | +2.1% | -19.2% | -17.7% |
| 3M | +17.0% | +31.8% | -14.8% | +3.4% |
| 6M | -2.1% | +53.3% | -55.4% | -18.5% |
| YTD | -21.4% | +42.1% | -63.4% | -32.6% |
| 1Y | -11.0% | +62.3% | -73.3% | -28.0% |
| 3Y | +100.9% | +84.6% | +16.3% | +45.6% |
| 5Y | -14.7% | -53.1% | +38.4% | -12.2% |
| All | +987.2% | +875.4% | +111.7% | +625.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling