+64.1%
T vs ROKU
+884.7%
-820.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.9% |
| 7D | -1.3% | -1.3% | +0.1% | -1.2% |
| 30D | +11.4% | +5.9% | +5.5% | +11.2% |
| 3M | +14.3% | +23.9% | -9.6% | +13.5% |
| 6M | -9.3% | +59.6% | -68.8% | -10.6% |
| YTD | +7.1% | +43.4% | -36.3% | +5.7% |
| 1Y | -9.1% | +60.2% | -69.2% | -10.7% |
| 3Y | +105.3% | +90.4% | +14.9% | +97.7% |
| 5Y | +66.8% | -54.5% | +121.4% | +64.0% |
| All | +64.1% | +884.7% | -820.7% | +40.0% |
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