+190.5%
XYZ vs ROKU
+884.7%
-694.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | -1.0% | -1.3% | +0.4% | -0.4% |
| 30D | -1.7% | +5.9% | -7.6% | -3.9% |
| 3M | +16.7% | +23.9% | -7.1% | +6.5% |
| 6M | +26.9% | +59.6% | -32.7% | +4.9% |
| YTD | +27.1% | +43.4% | -16.3% | +9.8% |
| 1Y | +9.3% | +60.2% | -50.9% | -10.1% |
| 3Y | +42.3% | +90.4% | -48.1% | +2.8% |
| 5Y | -69.3% | -54.5% | -14.8% | -68.3% |
| All | +190.5% | +884.7% | -694.3% | +78.2% |
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