+277.2%
TER vs ROKU
+86.5%
+190.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | +11.0% | -0.1% | +11.1% | +11.0% |
| 30D | -1.9% | +1.5% | -3.3% | -2.3% |
| 3M | -0.7% | +25.7% | -26.4% | -8.2% |
| 6M | +36.4% | +54.5% | -18.1% | +18.1% |
| YTD | +92.4% | +43.2% | +49.3% | +69.6% |
| 1Y | +213.5% | +56.3% | +157.2% | +168.3% |
| 3Y | +277.2% | +86.1% | +191.1% | +195.2% |
| All | +277.2% | +86.5% | +190.7% | +195.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling