-0.5%
SWKS vs ROKU
+915.9%
-916.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -6.2% | +3.5% | -9.6% | -6.7% |
| 30D | -1.5% | +5.1% | -6.6% | -2.4% |
| 3M | +23.0% | +7.0% | +16.0% | +21.4% |
| 6M | +27.6% | +25.4% | +2.2% | +22.0% |
| YTD | +32.3% | +48.0% | -15.6% | +22.0% |
| 1Y | +20.1% | +53.1% | -33.0% | +9.9% |
| 3Y | +0.6% | +92.7% | -92.1% | -15.1% |
| 5Y | -42.3% | -42.4% | +0.1% | -46.9% |
| All | -0.5% | +915.9% | -916.4% | -24.0% |
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 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