+55.1%
ZM vs ROKU
+173.8%
-118.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | +0.3% | -3.0% | +3.4% | +1.3% |
| 30D | -10.3% | +0.7% | -11.0% | -10.6% |
| 3M | -0.7% | +26.5% | -27.1% | -8.4% |
| 6M | +24.8% | +52.6% | -27.8% | +7.9% |
| YTD | +11.5% | +40.9% | -29.5% | -1.8% |
| 1Y | +12.3% | +57.6% | -45.3% | -5.1% |
| 3Y | +33.5% | +83.2% | -49.7% | -3.6% |
| 5Y | -67.5% | -54.8% | -12.7% | -67.7% |
| All | +55.1% | +173.8% | -118.7% | +20.2% |
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