+674.6%
URI vs ROKU
+867.7%
-193.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | +5.0% | -3.0% | +8.0% | +5.5% |
| 30D | -9.4% | +0.7% | -10.1% | -9.5% |
| 3M | -5.8% | +26.5% | -32.3% | -9.3% |
| 6M | +25.8% | +52.6% | -26.8% | +17.5% |
| YTD | +27.9% | +40.9% | -13.0% | +20.4% |
| 1Y | +9.7% | +57.6% | -47.9% | +1.3% |
| 3Y | +128.0% | +83.2% | +44.8% | +98.2% |
| 5Y | +212.4% | -54.8% | +267.2% | +196.8% |
| All | +674.6% | +867.7% | -193.2% | +473.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling