-21.4%
TPR vs ROKU
+65.4%
-86.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | -2.3% | -1.3% | -1.0% | -2.1% |
| 30D | -23.0% | +5.9% | -28.8% | -23.7% |
| 3M | -12.5% | +23.9% | -36.4% | -15.9% |
| 6M | -21.4% | +59.6% | -81.0% | -30.4% |
| All | -21.4% | +65.4% | -86.8% | -30.4% |
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