+235.9%
TPR vs ROKU
-41.8%
+277.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +14.2% | +3.5% | +10.7% | +13.2% |
| 30D | +17.1% | +5.1% | +12.0% | +15.7% |
| 3M | -17.7% | +7.0% | -24.7% | -19.1% |
| 6M | -10.2% | +25.4% | -35.6% | -15.4% |
| YTD | +4.9% | +48.0% | -43.0% | -6.0% |
| 1Y | +36.1% | +53.1% | -17.0% | +20.6% |
| 3Y | +416.5% | +92.7% | +323.8% | +307.6% |
| All | +235.9% | -41.8% | +277.7% | +178.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling