+75.1%
UAL vs ROKU
+867.7%
-792.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.8% |
| 7D | -1.1% | -3.0% | +1.9% | -0.6% |
| 30D | -13.4% | +0.7% | -14.1% | -13.5% |
| 3M | -2.3% | +26.5% | -28.7% | -6.3% |
| 6M | +13.3% | +52.6% | -39.3% | +5.4% |
| YTD | -4.2% | +40.9% | -45.1% | -10.0% |
| 1Y | +1.4% | +57.6% | -56.3% | -6.7% |
| 3Y | +125.8% | +83.2% | +42.6% | +97.3% |
| 5Y | +130.0% | -54.8% | +184.8% | +114.5% |
| All | +75.1% | +867.7% | -792.6% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling