+227.1%
RCL vs ROKU
-54.3%
+281.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.4% |
| 7D | -2.2% | -3.0% | +0.8% | -1.4% |
| 30D | -15.7% | +0.7% | -16.4% | -15.8% |
| 3M | -8.0% | +26.5% | -34.4% | -14.0% |
| 6M | -10.1% | +52.6% | -62.8% | -20.3% |
| YTD | -5.9% | +40.9% | -46.8% | -15.2% |
| 1Y | -23.5% | +57.6% | -81.1% | -33.5% |
| 3Y | +174.4% | +83.2% | +91.2% | +113.5% |
| 5Y | +227.1% | -54.8% | +282.0% | +175.3% |
| All | +227.1% | -54.3% | +281.4% | +175.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling