+233.5%
SPOT vs ROKU
+83.2%
+150.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | +7.4% | +2.1% | +5.3% | +7.0% |
| 3M | +8.2% | +29.5% | -21.3% | +2.9% |
| 6M | +2.2% | +53.8% | -51.6% | -6.2% |
| YTD | -9.5% | +42.8% | -52.3% | -16.1% |
| 1Y | -23.8% | +60.7% | -84.6% | -30.9% |
| 3Y | +233.5% | +83.9% | +149.6% | +200.8% |
| All | +233.5% | +83.2% | +150.3% | +200.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling