+210.4%
URI vs ROKU
-54.7%
+265.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | -12.5% | +1.5% | -14.0% | -12.8% |
| 3M | -6.2% | +25.7% | -31.9% | -10.7% |
| 6M | +25.9% | +54.5% | -28.6% | +14.5% |
| YTD | +26.2% | +43.2% | -17.0% | +16.1% |
| 1Y | +5.5% | +56.3% | -50.8% | -5.0% |
| 3Y | +125.0% | +86.1% | +38.9% | +84.7% |
| 5Y | +210.4% | -53.6% | +264.0% | +168.4% |
| All | +210.4% | -54.7% | +265.2% | +168.4% |
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 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