+128.2%
UAL vs ROKU
+86.5%
+41.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.7% | -2.8% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | -16.5% | +1.5% | -17.9% | -16.9% |
| 3M | +2.8% | +25.7% | -22.9% | -5.9% |
| 6M | +17.6% | +54.5% | -36.9% | 0.0% |
| YTD | -3.2% | +43.2% | -46.4% | -16.1% |
| 1Y | +0.4% | +56.3% | -55.9% | -16.1% |
| 3Y | +128.2% | +86.1% | +42.1% | +80.2% |
| All | +128.2% | +86.5% | +41.6% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling