+58.4%
USB vs ROKU
+915.0%
-856.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.0% |
| 7D | -1.5% | +2.6% | -4.1% | -1.7% |
| 30D | +4.3% | +5.5% | -1.2% | +3.8% |
| 3M | -6.1% | +9.1% | -15.2% | -6.8% |
| 6M | +9.4% | +28.9% | -19.5% | +7.0% |
| YTD | +15.2% | +47.8% | -32.7% | +11.0% |
| 1Y | +32.8% | +51.8% | -19.0% | +27.6% |
| 3Y | +91.3% | +89.2% | +2.1% | +77.1% |
| 5Y | +22.7% | -42.4% | +65.1% | +14.1% |
| All | +58.4% | +915.0% | -856.6% | +34.8% |
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 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