+246.3%
ZETA vs ROKU
-54.3%
+300.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +15.6% | +1.5% | +14.1% | +14.7% |
| 3M | +41.5% | +25.7% | +15.8% | +27.6% |
| 6M | +63.4% | +54.5% | +9.0% | +35.0% |
| YTD | +51.3% | +43.2% | +8.1% | +29.1% |
| 1Y | +65.8% | +56.3% | +9.5% | +36.5% |
| 3Y | +279.2% | +86.1% | +193.1% | +171.4% |
| 5Y | +341.8% | -53.6% | +395.3% | +323.0% |
| All | +246.3% | -54.3% | +300.6% | +211.9% |
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