+262.2%
UMC vs ROKU
+83.2%
+179.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.3% |
| 7D | +9.0% | -0.4% | +9.4% | +9.1% |
| 30D | +17.2% | +2.1% | +15.2% | +16.8% |
| 3M | +11.4% | +29.5% | -18.1% | +6.3% |
| 6M | +137.5% | +53.8% | +83.7% | +121.3% |
| YTD | +193.1% | +42.8% | +150.3% | +175.1% |
| 1Y | +240.3% | +60.7% | +179.6% | +213.4% |
| 3Y | +262.2% | +83.9% | +178.3% | +210.2% |
| All | +262.2% | +83.2% | +179.0% | +210.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling