+39.7%
T vs ROKU
+915.9%
-876.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.7% |
| 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% | +54.1% |
| 5Y | +52.1% | -42.4% | +94.5% | +48.5% |
| All | +39.7% | +915.9% | -876.2% | +19.2% |
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 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