+115.0%
TTWO vs ROKU
+875.4%
-760.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.6% |
| 7D | +1.3% | -2.6% | +4.0% | +1.7% |
| 30D | -13.4% | +2.1% | -15.5% | -13.7% |
| 3M | +3.1% | +31.8% | -28.7% | -1.6% |
| 6M | +3.8% | +53.3% | -49.5% | -3.5% |
| YTD | -15.3% | +42.1% | -57.3% | -20.4% |
| 1Y | -11.1% | +62.3% | -73.4% | -18.3% |
| 3Y | +52.0% | +84.6% | -32.7% | +30.6% |
| 5Y | +40.9% | -53.1% | +94.0% | +35.8% |
| All | +115.0% | +875.4% | -760.4% | +58.4% |
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 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