+138.9%
SHOP vs ROKU
+98.8%
+40.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.5% |
| 7D | -5.4% | +3.5% | -8.9% | -7.1% |
| 30D | -10.3% | +5.1% | -15.4% | -12.5% |
| 3M | +1.0% | +7.0% | -6.0% | -2.3% |
| 6M | +41.2% | +25.4% | +15.8% | +25.0% |
| YTD | -7.5% | +48.0% | -55.5% | -25.0% |
| 1Y | -4.6% | +53.1% | -57.7% | -24.1% |
| All | +138.9% | +98.8% | +40.1% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling