+204.6%
RCL vs ROKU
+915.9%
-711.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +6.5% | +3.5% | +3.0% | +5.8% |
| 30D | +15.9% | +5.1% | +10.8% | +14.8% |
| 3M | +2.7% | +7.0% | -4.3% | +1.3% |
| 6M | +15.2% | +25.4% | -10.2% | +10.0% |
| YTD | +19.2% | +48.0% | -28.7% | +9.8% |
| 1Y | +31.6% | +53.1% | -21.5% | +20.2% |
| 3Y | +274.2% | +92.7% | +181.5% | +215.4% |
| 5Y | +250.1% | -42.4% | +292.5% | +221.1% |
| All | +204.6% | +915.9% | -711.3% | +115.0% |
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