+660.3%
URI vs ROKU
+884.7%
-224.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.9% |
| 7D | -2.0% | -1.3% | -0.7% | -1.8% |
| 30D | -12.9% | +5.9% | -18.8% | -13.7% |
| 3M | -6.7% | +23.9% | -30.6% | -9.9% |
| 6M | +19.0% | +59.6% | -40.6% | +10.3% |
| YTD | +25.5% | +43.4% | -17.9% | +17.9% |
| 1Y | +5.5% | +60.2% | -54.6% | -2.7% |
| 3Y | +111.3% | +90.4% | +20.9% | +82.7% |
| 5Y | +198.6% | -54.5% | +253.1% | +183.2% |
| All | +660.3% | +884.7% | -224.4% | +461.9% |
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