+274.0%
V vs ROKU
+875.4%
-601.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -3.0% | -2.6% | -0.4% | -2.8% |
| 30D | +1.2% | +2.1% | -0.9% | +1.0% |
| 3M | +13.9% | +31.8% | -17.9% | +10.7% |
| 6M | +17.2% | +53.3% | -36.0% | +12.1% |
| YTD | +5.3% | +42.1% | -36.7% | +1.3% |
| 1Y | +9.5% | +62.3% | -52.9% | +3.8% |
| 3Y | +51.9% | +84.6% | -32.7% | +37.7% |
| 5Y | +69.6% | -53.1% | +122.6% | +64.3% |
| All | +274.0% | +875.4% | -601.4% | +193.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling