-68.6%
XYZ vs ROKU
-54.7%
-13.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.1% |
| 7D | +2.9% | -0.1% | +3.0% | +3.0% |
| 30D | +1.4% | +1.5% | -0.1% | +0.6% |
| 3M | +14.6% | +25.7% | -11.2% | -0.1% |
| 6M | +20.8% | +54.5% | -33.7% | -5.9% |
| YTD | +23.1% | +43.2% | -20.1% | -0.1% |
| 1Y | +5.6% | +56.3% | -50.6% | -18.9% |
| 3Y | +50.9% | +86.1% | -35.2% | -6.5% |
| 5Y | -68.6% | -53.6% | -15.0% | -64.6% |
| All | -68.6% | -54.7% | -13.8% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling