-73.9%
U vs ROKU
-41.8%
-32.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +36.6% | +3.5% | +33.1% | +33.5% |
| 30D | +13.3% | +5.1% | +8.2% | +9.7% |
| 3M | +26.2% | +7.0% | +19.2% | +20.7% |
| 6M | +88.7% | +25.4% | +63.3% | +60.7% |
| YTD | +16.6% | +48.0% | -31.4% | -10.7% |
| 1Y | +29.0% | +53.1% | -24.2% | -3.9% |
| 3Y | +99.5% | +92.7% | +6.8% | +12.2% |
| All | -73.9% | -41.8% | -32.1% | -77.8% |
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