+65.8%
VZ vs ROKU
+884.7%
-818.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.9% |
| 7D | +0.1% | -1.3% | +1.4% | +0.1% |
| 30D | +7.9% | +5.9% | +2.0% | +7.8% |
| 3M | +13.6% | +23.9% | -10.2% | +13.3% |
| 6M | +1.1% | +59.6% | -58.5% | +0.5% |
| YTD | +29.3% | +43.4% | -14.1% | +28.7% |
| 1Y | +21.2% | +60.2% | -38.9% | +20.4% |
| 3Y | +75.9% | +90.4% | -14.5% | +73.0% |
| 5Y | +24.1% | -54.5% | +78.6% | +22.2% |
| All | +65.8% | +884.7% | -818.9% | +59.4% |
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