+140.8%
RCL vs ROKU
+880.6%
-739.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -1.9% | -0.4% | -1.5% | -1.8% |
| 30D | -15.5% | +2.1% | -17.6% | -15.9% |
| 3M | -9.7% | +29.5% | -39.2% | -14.3% |
| 6M | -8.7% | +53.8% | -62.5% | -16.1% |
| YTD | -5.8% | +42.8% | -48.6% | -12.6% |
| 1Y | -24.5% | +60.7% | -85.2% | -31.7% |
| 3Y | +173.9% | +83.9% | +90.0% | +131.2% |
| 5Y | +228.0% | -52.8% | +280.8% | +208.3% |
| All | +140.8% | +880.6% | -739.8% | +71.1% |
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