+1,178.7%
SHOP vs ROKU
+915.9%
+262.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | -5.4% | +3.5% | -8.9% | -6.8% |
| 30D | -10.3% | +5.1% | -15.4% | -12.2% |
| 3M | +1.0% | +7.0% | -6.0% | -1.7% |
| 6M | +41.2% | +25.4% | +15.8% | +27.4% |
| YTD | -7.5% | +48.0% | -55.5% | -22.0% |
| 1Y | -4.6% | +53.1% | -57.7% | -20.8% |
| 3Y | +146.4% | +92.7% | +53.7% | +76.0% |
| 5Y | -2.5% | -42.4% | +39.8% | -5.5% |
| All | +1,178.7% | +915.9% | +262.8% | +738.7% |
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 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