+38.3%
W vs ROKU
+875.4%
-837.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.0% |
| 7D | +0.5% | -2.6% | +3.1% | +1.6% |
| 30D | -5.6% | +2.1% | -7.7% | -6.5% |
| 3M | +41.9% | +31.8% | +10.1% | +24.3% |
| 6M | +30.2% | +53.3% | -23.0% | +6.7% |
| YTD | -2.9% | +42.1% | -45.0% | -18.3% |
| 1Y | +11.6% | +62.3% | -50.8% | -11.9% |
| 3Y | +37.0% | +84.6% | -47.7% | -3.6% |
| 5Y | -62.8% | -53.1% | -9.8% | -61.0% |
| All | +38.3% | +875.4% | -837.2% | -21.6% |
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