+24.8%
ZTS vs ROKU
+880.6%
-855.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -3.7% | -0.4% | -3.3% | -3.7% |
| 30D | -0.8% | +2.1% | -2.8% | -1.0% |
| 3M | -9.7% | +29.5% | -39.2% | -12.2% |
| 6M | -38.4% | +53.8% | -92.2% | -41.1% |
| YTD | -41.1% | +42.8% | -83.9% | -43.4% |
| 1Y | -50.6% | +60.7% | -111.4% | -53.1% |
| 3Y | -59.1% | +83.9% | -143.0% | -63.0% |
| 5Y | -62.7% | -52.8% | -9.9% | -64.4% |
| All | +24.8% | +880.6% | -855.7% | +2.0% |
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 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