+992.5%
SOXX vs ROKU
+880.6%
+111.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.8% |
| 7D | +1.4% | -0.4% | +1.8% | +1.5% |
| 30D | -3.6% | +2.1% | -5.6% | -4.0% |
| 3M | -10.2% | +29.5% | -39.7% | -14.9% |
| 6M | +54.2% | +53.8% | +0.4% | +41.4% |
| YTD | +75.2% | +42.8% | +32.4% | +62.3% |
| 1Y | +107.5% | +60.7% | +46.8% | +87.7% |
| 3Y | +226.8% | +83.9% | +142.9% | +175.1% |
| 5Y | +251.2% | -52.8% | +304.0% | +232.5% |
| All | +992.5% | +880.6% | +111.9% | +722.8% |
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