+66.4%
USB vs ROKU
+884.7%
-818.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | -0.1% |
| 7D | +1.4% | -1.3% | +2.8% | +1.6% |
| 30D | -1.3% | +5.9% | -7.2% | -1.8% |
| 3M | +15.2% | +23.9% | -8.6% | +13.1% |
| 6M | +18.8% | +59.6% | -40.7% | +14.0% |
| YTD | +21.0% | +43.4% | -22.4% | +17.0% |
| 1Y | +34.0% | +60.2% | -26.1% | +28.2% |
| 3Y | +95.3% | +90.4% | +4.9% | +80.2% |
| 5Y | +40.4% | -54.5% | +94.9% | +31.6% |
| All | +66.4% | +884.7% | -818.3% | +42.0% |
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