-37.5%
U vs ROKU
-6.0%
-31.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +4.5% | -0.1% | +4.6% | +4.5% |
| 30D | -0.6% | +1.5% | -2.0% | -1.5% |
| 3M | +48.4% | +25.7% | +22.7% | +27.0% |
| 6M | +115.4% | +54.5% | +60.9% | +61.5% |
| YTD | -3.2% | +43.2% | -46.4% | -23.4% |
| 1Y | -6.0% | +56.3% | -62.3% | -30.2% |
| 3Y | +13.5% | +86.1% | -72.6% | -35.0% |
| 5Y | -68.0% | -53.6% | -14.4% | -65.5% |
| All | -37.5% | -6.0% | -31.5% | -56.8% |
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 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