+575.2%
STX vs ROKU
+98.8%
+476.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -28.5% | +3.5% | -32.0% | -29.0% |
| 30D | -42.9% | +5.1% | -48.0% | -43.6% |
| 3M | -45.9% | +7.0% | -52.9% | -46.8% |
| 6M | -41.3% | +25.4% | -66.7% | -44.7% |
| YTD | +67.9% | +48.0% | +20.0% | +51.7% |
| 1Y | +66.5% | +53.1% | +13.4% | +49.2% |
| All | +575.2% | +98.8% | +476.4% | +450.5% |
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