+32.1%
SNOW vs ROKU
-7.5%
+39.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +4.9% | -0.1% | +5.0% | +5.0% |
| 30D | +1.5% | +1.5% | +0.1% | +0.9% |
| 3M | +39.5% | +25.7% | +13.8% | +25.9% |
| 6M | +85.9% | +54.5% | +31.4% | +53.2% |
| YTD | +52.9% | +43.2% | +9.8% | +29.8% |
| 1Y | +48.1% | +56.3% | -8.2% | +20.4% |
| 3Y | +102.2% | +86.1% | +16.1% | +35.9% |
| 5Y | +5.5% | -53.6% | +59.0% | +3.2% |
| All | +32.1% | -7.5% | +39.7% | +20.0% |
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