+25.9%
VZ vs ROKU
-54.7%
+80.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | +7.1% | +1.5% | +5.7% | +7.1% |
| 3M | +12.8% | +25.7% | -12.9% | +12.3% |
| 6M | +1.8% | +54.5% | -52.7% | +1.0% |
| YTD | +30.0% | +43.2% | -13.2% | +29.1% |
| 1Y | +24.3% | +56.3% | -32.0% | +23.2% |
| 3Y | +84.3% | +86.1% | -1.8% | +79.4% |
| 5Y | +25.9% | -53.6% | +79.5% | +22.3% |
| All | +25.9% | -54.7% | +80.7% | +22.3% |
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