+140.2%
UAL vs ROKU
-54.7%
+194.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -2.0% | -2.6% | +0.6% | -1.3% |
| 30D | -15.7% | +2.1% | -17.8% | -16.2% |
| 3M | +3.6% | +31.8% | -28.2% | -4.5% |
| 6M | +16.9% | +53.3% | -36.4% | +3.3% |
| YTD | -4.8% | +42.1% | -46.8% | -14.5% |
| 1Y | -0.9% | +62.3% | -63.3% | -14.7% |
| 3Y | +124.5% | +84.6% | +39.8% | +76.5% |
| 5Y | +140.2% | -53.1% | +193.2% | +100.2% |
| All | +140.2% | -54.7% | +194.9% | +100.2% |
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 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