+115.0%
UMC vs ROKU
+53.8%
+61.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.4% |
| 7D | -14.7% | +4.8% | -19.5% | -15.6% |
| 30D | -32.9% | +6.1% | -39.0% | -33.8% |
| 3M | -22.2% | +10.5% | -32.6% | -24.2% |
| 6M | +25.9% | +29.2% | -3.3% | +16.9% |
| YTD | +107.9% | +50.0% | +57.9% | +83.7% |
| 1Y | +115.0% | +53.4% | +61.6% | +88.7% |
| All | +115.0% | +53.8% | +61.2% | +88.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling