+20.1%
W vs ROKU
+57.7%
-37.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.2% |
| 7D | -4.2% | -1.3% | -2.9% | -3.6% |
| 30D | -7.6% | +5.9% | -13.4% | -9.8% |
| 3M | +37.2% | +23.9% | +13.3% | +25.2% |
| 6M | +26.3% | +59.6% | -33.2% | +2.7% |
| YTD | -1.0% | +43.4% | -44.4% | -17.6% |
| 1Y | +20.1% | +60.2% | -40.1% | -3.9% |
| All | +20.1% | +57.7% | -37.7% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling