+10.8%
UAL vs ROKU
+65.4%
-54.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.2% |
| 7D | +0.7% | -1.3% | +2.0% | +1.2% |
| 30D | -16.1% | +5.9% | -22.0% | -18.0% |
| 3M | +6.1% | +23.9% | -17.8% | -2.8% |
| 6M | +10.8% | +59.6% | -48.7% | -12.9% |
| All | +10.8% | +65.4% | -54.6% | -12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling