+72.4%
UBER vs ROKU
+88.9%
-16.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.4% |
| 7D | -5.4% | -0.4% | -5.0% | -5.3% |
| 30D | -4.9% | +2.1% | -7.0% | -5.5% |
| 3M | +3.0% | +29.5% | -26.4% | -5.4% |
| 6M | -4.4% | +53.8% | -58.2% | -17.0% |
| YTD | -12.3% | +42.8% | -55.1% | -22.7% |
| 1Y | -24.3% | +60.7% | -85.0% | -36.0% |
| 3Y | +46.4% | +83.9% | -37.4% | +7.8% |
| 5Y | +79.7% | -52.8% | +132.5% | +73.7% |
| All | +72.4% | +88.9% | -16.5% | -14.4% |
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