+41.2%
USB vs ROKU
-54.8%
+95.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | 0.0% |
| 7D | +1.4% | -1.3% | +2.8% | +1.6% |
| 30D | -1.3% | +5.9% | -7.2% | -2.1% |
| 3M | +15.2% | +23.9% | -8.6% | +11.3% |
| 6M | +18.8% | +59.6% | -40.7% | +10.3% |
| YTD | +21.0% | +43.4% | -22.4% | +13.8% |
| 1Y | +34.0% | +60.2% | -26.1% | +23.5% |
| 3Y | +95.3% | +90.4% | +4.9% | +67.6% |
| All | +41.2% | -54.8% | +95.9% | +31.6% |
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 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