+58.6%
W vs ROKU
+915.9%
-857.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -3.6% | +3.5% | -7.1% | -5.0% |
| 30D | +7.0% | +5.1% | +1.9% | +4.7% |
| 3M | +7.4% | +7.0% | +0.4% | +4.3% |
| 6M | +69.3% | +25.4% | +43.9% | +52.2% |
| YTD | +11.3% | +48.0% | -36.7% | -7.8% |
| 1Y | +13.2% | +53.1% | -39.9% | -8.0% |
| 3Y | +142.0% | +92.7% | +49.3% | +69.9% |
| 5Y | -54.6% | -42.4% | -12.2% | -55.3% |
| All | +58.6% | +915.9% | -857.4% | -11.5% |
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