+208.3%
TMUS vs ROKU
+884.7%
-676.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.7% | -3.3% |
| 7D | +0.1% | -1.3% | +1.4% | +0.2% |
| 30D | +5.3% | +5.9% | -0.6% | +4.8% |
| 3M | +3.1% | +23.9% | -20.8% | +1.5% |
| 6M | -16.5% | +59.6% | -76.0% | -19.4% |
| YTD | -9.2% | +43.4% | -52.6% | -11.8% |
| 1Y | -26.5% | +60.2% | -86.6% | -29.4% |
| 3Y | +39.0% | +90.4% | -51.4% | +28.0% |
| 5Y | +40.4% | -54.5% | +94.9% | +39.2% |
| All | +208.3% | +884.7% | -676.4% | +148.3% |
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