+54.0%
UNP vs ROKU
-54.7%
+108.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -1.2% | -2.6% | +1.5% | -1.0% |
| 30D | -2.0% | +2.1% | -4.1% | -2.1% |
| 3M | +7.5% | +31.8% | -24.3% | +5.2% |
| 6M | +15.3% | +53.3% | -37.9% | +11.4% |
| YTD | +25.4% | +42.1% | -16.6% | +21.6% |
| 1Y | +35.6% | +62.3% | -26.7% | +29.9% |
| 3Y | +44.1% | +84.6% | -40.5% | +33.2% |
| 5Y | +54.0% | -53.1% | +107.0% | +39.8% |
| All | +54.0% | -54.7% | +108.7% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling