+345.6%
TEAM vs ROKU
+915.9%
-570.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.1% | -16.2% | -16.2% |
| 7D | -19.8% | +3.5% | -23.3% | -20.6% |
| 30D | -21.5% | +5.1% | -26.6% | -22.6% |
| 3M | +39.5% | +7.0% | +32.5% | +37.0% |
| 6M | +73.1% | +25.4% | +47.6% | +61.5% |
| YTD | -5.2% | +48.0% | -53.2% | -15.9% |
| 1Y | -1.6% | +53.1% | -54.7% | -13.7% |
| 3Y | -11.4% | +92.7% | -104.2% | -31.0% |
| 5Y | -65.1% | -42.4% | -22.7% | -67.9% |
| All | +345.6% | +915.9% | -570.4% | +193.9% |
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