+41.9%
W vs ROKU
+883.2%
-841.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +6.5% | -0.1% | +6.6% | +6.5% |
| 30D | -6.2% | +1.5% | -7.7% | -6.9% |
| 3M | +48.9% | +25.7% | +23.2% | +33.1% |
| 6M | +31.2% | +54.5% | -23.3% | +7.2% |
| YTD | -0.4% | +43.2% | -43.6% | -16.4% |
| 1Y | +14.8% | +56.3% | -41.5% | -7.8% |
| 3Y | +40.5% | +86.1% | -45.6% | -1.5% |
| 5Y | -62.1% | -53.6% | -8.5% | -60.2% |
| All | +41.9% | +883.2% | -841.3% | -19.8% |
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