+214.8%
TER vs ROKU
+58.7%
+156.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.8% |
| 7D | +9.4% | -2.6% | +12.0% | +10.3% |
| 30D | -2.4% | +2.1% | -4.6% | -3.2% |
| 3M | +6.5% | +31.8% | -25.3% | -5.1% |
| 6M | +23.2% | +53.3% | -30.1% | +2.8% |
| YTD | +91.5% | +42.1% | +49.4% | +65.7% |
| 1Y | +214.8% | +62.3% | +152.5% | +159.9% |
| All | +214.8% | +58.7% | +156.1% | +159.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling