+200.0%
XYZ vs ROKU
+915.9%
-715.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +12.1% | +3.5% | +8.7% | +10.7% |
| 30D | +12.4% | +5.1% | +7.3% | +10.3% |
| 3M | +8.2% | +7.0% | +1.2% | +5.5% |
| 6M | +20.7% | +25.4% | -4.7% | +9.8% |
| YTD | +31.3% | +48.0% | -16.6% | +12.1% |
| 1Y | +20.5% | +53.1% | -32.6% | +1.2% |
| 3Y | +72.6% | +92.7% | -20.1% | +25.8% |
| 5Y | -64.0% | -42.4% | -21.6% | -65.1% |
| All | +200.0% | +915.9% | -715.9% | +82.0% |
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