+68.3%
T vs ROKU
-54.7%
+123.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | -2.4% | -2.6% | +0.2% | -2.4% |
| 30D | +4.3% | +2.1% | +2.2% | +4.2% |
| 3M | +11.6% | +31.8% | -20.2% | +10.5% |
| 6M | -5.6% | +53.3% | -58.9% | -7.0% |
| YTD | +6.6% | +42.1% | -35.5% | +5.2% |
| 1Y | -8.4% | +62.3% | -70.7% | -10.1% |
| 3Y | +107.8% | +84.6% | +23.2% | +99.1% |
| 5Y | +68.3% | -53.1% | +121.3% | +64.2% |
| All | +68.3% | -54.7% | +123.0% | +64.2% |
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