-7.2%
SYK vs ROKU
+82.2%
-89.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.0% |
| 7D | -12.3% | -2.6% | -9.7% | -12.1% |
| 30D | -22.4% | +2.1% | -24.6% | -22.6% |
| 3M | -12.3% | +31.8% | -44.1% | -14.3% |
| 6M | -24.3% | +53.3% | -77.6% | -27.1% |
| YTD | -22.8% | +42.1% | -64.8% | -25.3% |
| 1Y | -28.8% | +62.3% | -91.1% | -32.1% |
| All | -7.2% | +82.2% | -89.5% | -13.7% |
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