+64.5%
VZ vs ROKU
+867.7%
-803.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.3% |
| 7D | -1.0% | -3.0% | +2.1% | -0.9% |
| 30D | +5.8% | +0.7% | +5.1% | +5.8% |
| 3M | +10.5% | +26.5% | -16.0% | +10.2% |
| 6M | +1.8% | +52.6% | -50.9% | +1.2% |
| YTD | +28.3% | +40.9% | -12.7% | +27.7% |
| 1Y | +22.0% | +57.6% | -35.7% | +21.2% |
| 3Y | +81.8% | +83.2% | -1.3% | +78.9% |
| 5Y | +25.3% | -54.8% | +80.2% | +23.4% |
| All | +64.5% | +867.7% | -803.2% | +58.2% |
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 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