-0.3%
SPOT vs ROKU
+53.8%
-54.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.1% |
| 7D | +16.6% | +4.8% | +11.8% | +14.8% |
| 30D | +29.9% | +6.1% | +23.8% | +27.6% |
| 3M | +31.3% | +10.5% | +20.8% | +27.4% |
| 6M | +43.2% | +29.2% | +14.1% | +32.6% |
| YTD | +8.1% | +50.0% | -41.9% | -9.4% |
| 1Y | -0.3% | +53.4% | -53.7% | -17.3% |
| All | -0.3% | +53.8% | -54.1% | -17.3% |
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