+250.3%
SPY vs ROKU
+883.2%
-632.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +0.5% | -0.1% | +0.7% | +0.6% |
| 30D | -0.9% | +1.5% | -2.4% | -1.1% |
| 3M | +3.9% | +25.7% | -21.8% | +1.2% |
| 6M | +14.5% | +54.5% | -39.9% | +9.0% |
| YTD | +12.9% | +43.2% | -30.3% | +8.1% |
| 1Y | +19.4% | +56.3% | -36.9% | +13.0% |
| 3Y | +78.5% | +86.1% | -7.6% | +60.8% |
| 5Y | +81.8% | -53.6% | +135.3% | +74.0% |
| All | +250.3% | +883.2% | -632.9% | +182.1% |
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