+411.5%
TEAM vs ROKU
+883.2%
-471.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.8% | -6.9% |
| 7D | -5.7% | -0.1% | -5.6% | -5.6% |
| 30D | +18.3% | +1.5% | +16.9% | +17.8% |
| 3M | +80.2% | +25.7% | +54.5% | +68.0% |
| 6M | +111.0% | +54.5% | +56.5% | +85.5% |
| YTD | +8.8% | +43.2% | -34.4% | -2.6% |
| 1Y | +2.2% | +56.3% | -54.1% | -11.2% |
| 3Y | -14.6% | +86.1% | -100.7% | -33.8% |
| 5Y | -53.8% | -53.6% | -0.2% | -55.8% |
| All | +411.5% | +883.2% | -471.7% | +240.5% |
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