+362.4%
WMT vs ROKU
+867.7%
-505.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | -0.2% | -3.0% | +2.8% | -0.1% |
| 30D | -5.8% | +0.7% | -6.5% | -5.9% |
| 3M | -10.8% | +26.5% | -37.2% | -11.6% |
| 6M | -14.3% | +52.6% | -67.0% | -15.8% |
| YTD | -4.4% | +40.9% | -45.3% | -5.8% |
| 1Y | +4.3% | +57.6% | -53.3% | +2.3% |
| 3Y | +100.1% | +83.2% | +16.9% | +92.3% |
| 5Y | +130.8% | -54.8% | +185.7% | +128.1% |
| All | +362.4% | +867.7% | -505.3% | +325.4% |
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