-49.3%
SOUN vs ROKU
+57.7%
-107.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +1.0% |
| 7D | -5.2% | -1.3% | -3.9% | -4.5% |
| 30D | +4.8% | +5.9% | -1.1% | +1.5% |
| 3M | -15.9% | +23.9% | -39.7% | -26.3% |
| 6M | -17.4% | +59.6% | -77.0% | -39.2% |
| YTD | -32.4% | +43.4% | -75.8% | -47.1% |
| 1Y | -49.3% | +60.2% | -109.4% | -63.0% |
| All | -49.3% | +57.7% | -107.0% | -63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling