-14.6%
SHOP vs ROKU
-55.1%
+40.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -4.6% |
| 7D | -10.6% | -3.0% | -7.6% | -9.0% |
| 30D | -18.3% | +0.7% | -19.0% | -18.6% |
| 3M | +14.8% | +26.5% | -11.6% | -1.2% |
| 6M | -5.0% | +52.6% | -57.7% | -26.6% |
| YTD | -21.2% | +40.9% | -62.2% | -36.5% |
| 1Y | -11.6% | +57.6% | -69.3% | -33.7% |
| 3Y | +101.2% | +83.2% | +18.0% | +22.7% |
| All | -14.6% | -55.1% | +40.5% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling