+125.0%
SU vs ROKU
+83.2%
+41.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.2% |
| 7D | +2.2% | -0.4% | +2.7% | +2.3% |
| 30D | +8.4% | +2.1% | +6.4% | +8.3% |
| 3M | +12.1% | +29.5% | -17.4% | +10.1% |
| 6M | +19.7% | +53.8% | -34.1% | +15.8% |
| YTD | +58.4% | +42.8% | +15.6% | +53.9% |
| 1Y | +67.2% | +60.7% | +6.5% | +60.4% |
| 3Y | +125.0% | +83.9% | +41.1% | +85.4% |
| All | +125.0% | +83.2% | +41.9% | +85.4% |
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