+158.1%
SO vs ROKU
+875.4%
-717.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -1.1% | -2.6% | +1.5% | -1.1% |
| 30D | -3.7% | +2.1% | -5.9% | -3.8% |
| 3M | -5.9% | +31.8% | -37.7% | -6.4% |
| 6M | -7.3% | +53.3% | -60.6% | -8.1% |
| YTD | +3.1% | +42.1% | -39.0% | +2.3% |
| 1Y | -1.0% | +62.3% | -63.3% | -2.0% |
| 3Y | +43.2% | +84.6% | -41.4% | +40.1% |
| 5Y | +59.1% | -53.1% | +112.2% | +58.7% |
| All | +158.1% | +875.4% | -717.3% | +139.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling