+41.1%
SOFI vs ROKU
-54.7%
+95.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | -7.0% | -2.6% | -4.4% | -5.7% |
| 30D | -4.3% | +2.1% | -6.4% | -5.3% |
| 3M | +8.4% | +31.8% | -23.4% | -7.5% |
| 6M | -5.9% | +53.3% | -59.2% | -26.0% |
| YTD | -34.3% | +42.1% | -76.3% | -46.5% |
| 1Y | -32.6% | +62.3% | -94.9% | -49.1% |
| 3Y | +101.3% | +84.6% | +16.6% | +28.5% |
| 5Y | +12.6% | -53.1% | +65.6% | +31.3% |
| All | +41.1% | -54.7% | +95.7% | +19.6% |
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 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