+1,299.4%
UMC vs ROKU
+867.7%
+431.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.2% |
| 7D | +13.6% | -3.0% | +16.7% | +14.1% |
| 30D | +20.8% | +0.7% | +20.1% | +20.6% |
| 3M | +16.1% | +26.5% | -10.3% | +12.2% |
| 6M | +137.3% | +52.6% | +84.7% | +123.6% |
| YTD | +193.8% | +40.9% | +152.8% | +178.9% |
| 1Y | +236.1% | +57.6% | +178.4% | +213.8% |
| 3Y | +267.1% | +83.2% | +183.9% | +221.7% |
| 5Y | +145.3% | -54.8% | +200.1% | +132.1% |
| All | +1,299.4% | +867.7% | +431.7% | +1,048.4% |
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 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