-22.9%
RCL vs ROKU
+58.7%
-81.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -2.5% | -2.6% | +0.2% | -1.8% |
| 30D | -15.7% | +2.1% | -17.8% | -16.1% |
| 3M | -3.6% | +31.8% | -35.4% | -10.7% |
| 6M | -8.7% | +53.3% | -61.9% | -18.7% |
| YTD | -6.2% | +42.1% | -48.2% | -14.6% |
| 1Y | -22.9% | +62.3% | -85.2% | -31.6% |
| All | -22.9% | +58.7% | -81.5% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling