-73.1%
SMR vs ROKU
+57.7%
-130.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.8% |
| 7D | +4.4% | -1.3% | +5.7% | +5.5% |
| 30D | +3.4% | +5.9% | -2.5% | -1.1% |
| 3M | -19.2% | +23.9% | -43.1% | -32.1% |
| 6M | -22.6% | +59.6% | -82.2% | -46.6% |
| YTD | -31.5% | +43.4% | -75.0% | -48.3% |
| 1Y | -73.1% | +60.2% | -133.2% | -81.7% |
| All | -73.1% | +57.7% | -130.8% | -81.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling