+368.2%
WMT vs ROKU
+880.6%
-512.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | -7.4% | +2.1% | -9.5% | -7.5% |
| 3M | -10.9% | +29.5% | -40.4% | -11.7% |
| 6M | -12.7% | +53.8% | -66.5% | -14.2% |
| YTD | -3.2% | +42.8% | -46.0% | -4.7% |
| 1Y | +5.3% | +60.7% | -55.5% | +3.1% |
| 3Y | +101.9% | +83.9% | +18.0% | +94.0% |
| 5Y | +134.6% | -52.8% | +187.4% | +131.3% |
| All | +368.2% | +880.6% | -512.4% | +330.5% |
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