+20.3%
UPS vs ROKU
+883.2%
-862.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -2.3% | +1.5% | -3.8% | -2.4% |
| 3M | -5.2% | +25.7% | -30.9% | -7.2% |
| 6M | +1.4% | +54.5% | -53.1% | -2.6% |
| YTD | +6.1% | +43.2% | -37.1% | +2.4% |
| 1Y | +27.0% | +56.3% | -29.3% | +21.4% |
| 3Y | -25.9% | +86.1% | -112.0% | -32.1% |
| 5Y | -34.6% | -53.6% | +19.0% | -37.1% |
| All | +20.3% | +883.2% | -862.8% | -0.6% |
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