+71.0%
UBER vs ROKU
+86.5%
-15.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.3% |
| 7D | -7.0% | -3.0% | -4.0% | -6.2% |
| 30D | -8.9% | +0.7% | -9.6% | -9.1% |
| 3M | +1.0% | +26.5% | -25.5% | -6.6% |
| 6M | -3.7% | +52.6% | -56.4% | -16.3% |
| YTD | -13.0% | +40.9% | -53.9% | -23.1% |
| 1Y | -25.5% | +57.6% | -83.2% | -36.7% |
| 3Y | +50.5% | +83.2% | -32.7% | +10.9% |
| 5Y | +76.2% | -54.8% | +131.0% | +72.4% |
| All | +71.0% | +86.5% | -15.5% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling