+192.0%
SHW vs ROKU
+867.7%
-675.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | -3.2% | -3.0% | -0.2% | -2.9% |
| 30D | -11.4% | +0.7% | -12.1% | -11.5% |
| 3M | +3.5% | +26.5% | -23.0% | +1.2% |
| 6M | -3.4% | +52.6% | -56.0% | -7.2% |
| YTD | -0.3% | +40.9% | -41.3% | -3.8% |
| 1Y | -10.4% | +57.6% | -68.1% | -14.6% |
| 3Y | +21.3% | +83.2% | -61.9% | +10.6% |
| 5Y | +12.9% | -54.8% | +67.7% | +8.5% |
| All | +192.0% | +867.7% | -675.8% | +148.3% |
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