+3,732.6%
STX vs ROKU
+883.2%
+2,849.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.6% | +6.5% |
| 7D | +10.7% | -0.1% | +10.9% | +10.7% |
| 30D | +11.3% | +1.5% | +9.8% | +11.1% |
| 3M | +3.2% | +25.7% | -22.5% | -0.1% |
| 6M | +157.0% | +54.5% | +102.5% | +142.4% |
| YTD | +229.2% | +43.2% | +186.0% | +212.8% |
| 1Y | +381.8% | +56.3% | +325.6% | +352.5% |
| 3Y | +1,383.2% | +86.1% | +1,297.1% | +1,217.8% |
| 5Y | +1,144.9% | -53.6% | +1,198.5% | +1,073.4% |
| All | +3,732.6% | +883.2% | +2,849.5% | +2,997.9% |
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