+702.8%
WDC vs ROKU
+883.2%
-180.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +9.9% | +1.5% | +8.5% | +9.7% |
| 3M | -9.4% | +25.7% | -35.1% | -13.4% |
| 6M | +94.7% | +54.5% | +40.3% | +79.1% |
| YTD | +177.4% | +43.2% | +134.2% | +157.8% |
| 1Y | +412.6% | +56.3% | +356.3% | +369.2% |
| 3Y | +1,359.8% | +86.1% | +1,273.7% | +1,140.5% |
| 5Y | +992.6% | -53.6% | +1,046.1% | +948.0% |
| All | +702.8% | +883.2% | -180.4% | +455.3% |
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