+36.5%
USB vs ROKU
+53.8%
-17.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | +2.4% | +4.8% | -2.4% | +1.7% |
| 30D | +6.6% | +6.1% | +0.5% | +5.7% |
| 3M | -4.1% | +10.5% | -14.6% | -5.3% |
| 6M | +12.5% | +29.2% | -16.7% | +8.6% |
| YTD | +17.6% | +50.0% | -32.4% | +11.5% |
| 1Y | +36.5% | +53.4% | -16.9% | +30.2% |
| All | +36.5% | +53.8% | -17.3% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling