-16.5%
TMUS vs ROKU
+65.4%
-81.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.7% | -3.4% |
| 7D | +0.1% | -1.3% | +1.4% | +0.1% |
| 30D | +5.3% | +5.9% | -0.6% | +5.2% |
| 3M | +3.1% | +23.9% | -20.8% | +2.9% |
| 6M | -16.5% | +59.6% | -76.0% | -13.4% |
| All | -16.5% | +65.4% | -81.9% | -13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling