+175.2%
TMUS vs ROKU
+915.9%
-740.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +3.6% | +3.5% | +0.1% | +3.3% |
| 30D | -3.4% | +5.1% | -8.5% | -3.7% |
| 3M | -9.5% | +7.0% | -16.4% | -9.9% |
| 6M | -15.2% | +25.4% | -40.6% | -16.6% |
| YTD | -18.9% | +48.0% | -66.9% | -21.5% |
| 1Y | -17.7% | +53.1% | -70.8% | -20.6% |
| 3Y | +15.6% | +92.7% | -77.1% | +6.9% |
| 5Y | +38.9% | -42.4% | +81.3% | +35.1% |
| All | +175.2% | +915.9% | -740.8% | +121.1% |
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