+54.1%
ZM vs ROKU
+177.5%
-123.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -5.7% | -0.4% | -5.3% | -5.6% |
| 30D | -9.1% | +2.1% | -11.2% | -9.8% |
| 3M | +3.5% | +29.5% | -26.0% | -5.3% |
| 6M | +25.7% | +53.8% | -28.1% | +8.3% |
| YTD | +10.8% | +42.8% | -32.1% | -2.8% |
| 1Y | +12.8% | +60.7% | -48.0% | -5.3% |
| 3Y | +33.1% | +83.9% | -50.8% | -3.9% |
| 5Y | -68.3% | -52.8% | -15.5% | -68.9% |
| All | +54.1% | +177.5% | -123.3% | +18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling