+64.3%
TWLO vs ROKU
+53.8%
+10.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.7% |
| 7D | -15.9% | +4.8% | -20.7% | -17.3% |
| 30D | -29.0% | +6.1% | -35.1% | -30.6% |
| 3M | +10.0% | +10.5% | -0.5% | +6.1% |
| 6M | +12.6% | +29.2% | -16.6% | +2.2% |
| YTD | +50.1% | +50.0% | +0.1% | +23.8% |
| 1Y | +64.3% | +53.4% | +10.9% | +36.0% |
| All | +64.3% | +53.8% | +10.5% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling