+128.8%
UNH vs ROKU
+875.4%
-746.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -3.2% | -2.6% | -0.5% | -3.0% |
| 30D | -3.5% | +2.1% | -5.6% | -3.6% |
| 3M | -4.2% | +31.8% | -36.0% | -5.5% |
| 6M | +38.3% | +53.3% | -15.0% | +35.3% |
| YTD | +19.2% | +42.1% | -22.8% | +17.0% |
| 1Y | +15.0% | +62.3% | -47.4% | +12.1% |
| 3Y | -14.5% | +84.6% | -99.2% | -18.5% |
| 5Y | +4.6% | -53.1% | +57.6% | +4.3% |
| All | +128.8% | +875.4% | -746.6% | +93.6% |
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