+907.4%
TER vs ROKU
+884.7%
+22.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +5.8% |
| 7D | +0.6% | -1.3% | +1.9% | +0.9% |
| 30D | -8.3% | +5.9% | -14.1% | -9.4% |
| 3M | -12.2% | +23.9% | -36.1% | -16.3% |
| 6M | +17.1% | +59.6% | -42.5% | +5.8% |
| YTD | +84.7% | +43.4% | +41.3% | +69.9% |
| 1Y | +199.9% | +60.2% | +139.8% | +169.4% |
| 3Y | +232.8% | +90.4% | +142.4% | +175.8% |
| 5Y | +198.6% | -54.5% | +253.1% | +186.4% |
| All | +907.4% | +884.7% | +22.6% | +643.1% |
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