+73.2%
SPY vs ROKU
+98.8%
-25.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.7% | +3.5% | -6.2% | -3.2% |
| 30D | -5.4% | +5.1% | -10.5% | -6.1% |
| 3M | -4.1% | +7.0% | -11.1% | -5.1% |
| 6M | +0.7% | +25.4% | -24.7% | -3.1% |
| YTD | +8.7% | +48.0% | -39.3% | +1.3% |
| 1Y | +10.9% | +53.1% | -42.3% | +2.6% |
| All | +73.2% | +98.8% | -25.6% | +47.0% |
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 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