+25.9%
ZTS vs ROKU
+883.2%
-857.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | +1.2% | +1.5% | -0.2% | +1.1% |
| 3M | -6.0% | +25.7% | -31.7% | -8.3% |
| 6M | -38.7% | +54.5% | -93.2% | -41.5% |
| YTD | -40.6% | +43.2% | -83.8% | -42.9% |
| 1Y | -50.6% | +56.3% | -106.9% | -53.0% |
| 3Y | -58.7% | +86.1% | -144.9% | -62.7% |
| 5Y | -62.8% | -53.6% | -9.2% | -64.4% |
| All | +25.9% | +883.2% | -857.3% | +2.8% |
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