-59.2%
ZTS vs ROKU
+82.2%
-141.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -4.5% | -2.6% | -1.8% | -4.2% |
| 30D | -3.3% | +2.1% | -5.4% | -3.5% |
| 3M | -9.7% | +31.8% | -41.5% | -12.6% |
| 6M | -38.8% | +53.3% | -92.1% | -41.9% |
| YTD | -41.2% | +42.1% | -83.2% | -43.8% |
| 1Y | -50.3% | +62.3% | -112.6% | -53.2% |
| All | -59.2% | +82.2% | -141.4% | -64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling