+171.6%
SO vs ROKU
+915.9%
-744.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -1.5% | +3.5% | -4.9% | -1.5% |
| 30D | +8.1% | +5.1% | +3.0% | +8.0% |
| 3M | +0.2% | +7.0% | -6.7% | +0.1% |
| 6M | +0.4% | +25.4% | -25.0% | -0.1% |
| YTD | +8.5% | +48.0% | -39.5% | +7.6% |
| 1Y | +4.9% | +53.1% | -48.2% | +4.0% |
| 3Y | +47.9% | +92.7% | -44.8% | +44.8% |
| 5Y | +75.7% | -42.4% | +118.1% | +74.3% |
| All | +171.6% | +915.9% | -744.3% | +151.9% |
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