+53.9%
T vs ROKU
-41.8%
+95.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.0% | +3.5% | -2.5% | +0.9% |
| 30D | -10.6% | +5.1% | -15.7% | -10.8% |
| 3M | -7.7% | +7.0% | -14.7% | -7.9% |
| 6M | -13.3% | +25.4% | -38.7% | -14.0% |
| YTD | -8.8% | +48.0% | -56.7% | -10.0% |
| 1Y | -8.4% | +53.1% | -61.5% | -9.8% |
| 3Y | +59.6% | +92.7% | -33.1% | +53.2% |
| All | +53.9% | -41.8% | +95.8% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling