+159.2%
SO vs ROKU
+884.7%
-725.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | -0.2% | -1.3% | +1.2% | -0.1% |
| 30D | -4.6% | +5.9% | -10.5% | -4.7% |
| 3M | -3.0% | +23.9% | -26.9% | -3.4% |
| 6M | -8.3% | +59.6% | -67.8% | -9.1% |
| YTD | +3.5% | +43.4% | -39.9% | +2.7% |
| 1Y | -0.9% | +60.2% | -61.1% | -1.9% |
| 3Y | +45.4% | +90.4% | -45.0% | +42.1% |
| 5Y | +59.6% | -54.5% | +114.2% | +59.4% |
| All | +159.2% | +884.7% | -725.6% | +140.5% |
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