+228.2%
TER vs ROKU
-54.3%
+282.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.6% |
| 7D | +12.4% | -3.0% | +15.4% | +13.2% |
| 30D | +5.1% | +0.7% | +4.4% | +4.9% |
| 3M | +4.0% | +26.5% | -22.5% | -3.0% |
| 6M | +29.5% | +52.6% | -23.1% | +14.9% |
| YTD | +98.5% | +40.9% | +57.5% | +78.8% |
| 1Y | +234.1% | +57.6% | +176.4% | +191.5% |
| 3Y | +289.0% | +83.2% | +205.8% | +206.0% |
| 5Y | +228.2% | -54.8% | +283.0% | +188.6% |
| All | +228.2% | -54.3% | +282.5% | +188.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling