-66.5%
U vs ROKU
-52.4%
-14.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.2% |
| 7D | +5.5% | -0.4% | +5.9% | +5.8% |
| 30D | -1.3% | +2.1% | -3.3% | -2.6% |
| 3M | +64.6% | +29.5% | +35.1% | +37.4% |
| 6M | +119.4% | +53.8% | +65.6% | +63.3% |
| YTD | -0.5% | +42.8% | -43.3% | -21.8% |
| 1Y | +1.3% | +60.7% | -59.4% | -26.9% |
| 3Y | +15.6% | +83.9% | -68.3% | -34.9% |
| All | -66.5% | -52.4% | -14.0% | -66.8% |
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