+247.0%
TGT vs ROKU
+867.7%
-620.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.0% |
| 7D | -3.6% | -3.0% | -0.5% | -3.2% |
| 30D | +4.4% | +0.7% | +3.7% | +4.3% |
| 3M | +25.4% | +26.5% | -1.1% | +21.9% |
| 6M | +33.4% | +52.6% | -19.3% | +26.8% |
| YTD | +65.6% | +40.9% | +24.6% | +58.3% |
| 1Y | +80.3% | +57.6% | +22.6% | +70.0% |
| 3Y | +42.1% | +83.2% | -41.0% | +27.7% |
| 5Y | -25.0% | -54.8% | +29.8% | -28.9% |
| All | +247.0% | +867.7% | -620.7% | +171.4% |
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