+78.9%
UBER vs ROKU
-52.4%
+131.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.7% |
| 6M | -4.4% | +53.8% | -58.2% | -17.6% |
| YTD | -12.3% | +42.8% | -55.1% | -23.2% |
| 1Y | -24.3% | +60.7% | -85.0% | -36.5% |
| 3Y | +46.4% | +83.9% | -37.4% | +5.7% |
| All | +78.9% | -52.4% | +131.3% | +74.2% |
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