+115.3%
SPOT vs ROKU
-52.4%
+167.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.6% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | +7.4% | +2.1% | +5.3% | +6.7% |
| 3M | +8.2% | +29.5% | -21.3% | -1.5% |
| 6M | +2.2% | +53.8% | -51.6% | -12.8% |
| YTD | -9.5% | +42.8% | -52.3% | -20.9% |
| 1Y | -23.8% | +60.7% | -84.6% | -36.5% |
| 3Y | +233.5% | +83.9% | +149.6% | +133.7% |
| All | +115.3% | -52.4% | +167.7% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling