+119.7%
TWLO vs ROKU
+57.7%
+62.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.4% |
| 7D | -2.0% | -1.3% | -0.7% | -1.4% |
| 30D | +20.6% | +5.9% | +14.7% | +17.8% |
| 3M | -1.5% | +23.9% | -25.4% | -10.2% |
| 6M | +89.4% | +59.6% | +29.9% | +50.9% |
| YTD | +63.8% | +43.4% | +20.4% | +37.0% |
| 1Y | +119.7% | +60.2% | +59.6% | +73.5% |
| All | +119.7% | +57.7% | +62.0% | +73.5% |
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