-22.1%
SNAP vs ROKU
+62.9%
-85.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.6% |
| 7D | +3.8% | -0.4% | +4.3% | +4.1% |
| 30D | +9.2% | +2.1% | +7.2% | +8.4% |
| 3M | +6.6% | +29.5% | -22.9% | -6.2% |
| 6M | +16.9% | +53.8% | -36.9% | -7.7% |
| YTD | -29.6% | +42.8% | -72.4% | -43.3% |
| 1Y | -22.1% | +60.7% | -82.8% | -39.8% |
| All | -22.1% | +62.9% | -85.0% | -39.8% |
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