+53.5%
VZ vs ROKU
+915.9%
-862.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.1% | +3.5% | -1.3% | +2.1% |
| 30D | +1.4% | +5.1% | -3.7% | +1.3% |
| 3M | -1.3% | +7.0% | -8.2% | -1.3% |
| 6M | -0.5% | +25.4% | -26.0% | -0.8% |
| YTD | +19.6% | +48.0% | -28.3% | +19.0% |
| 1Y | +22.4% | +53.1% | -30.8% | +21.7% |
| 3Y | +55.9% | +92.7% | -36.8% | +53.5% |
| 5Y | +20.4% | -42.4% | +62.8% | +18.3% |
| All | +53.5% | +915.9% | -862.5% | +47.4% |
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