+2.0%
RDW vs ROKU
-62.3%
+64.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | +0.9% | -0.4% | +1.3% | +1.0% |
| 30D | -21.3% | +2.1% | -23.3% | -21.9% |
| 3M | -37.9% | +29.5% | -67.4% | -45.1% |
| 6M | +12.3% | +53.8% | -41.5% | -6.1% |
| YTD | +39.7% | +42.8% | -3.1% | +20.4% |
| 1Y | +25.7% | +60.7% | -35.1% | +2.9% |
| 3Y | +230.8% | +83.9% | +146.9% | +140.6% |
| 5Y | -8.8% | -52.8% | +44.0% | -27.3% |
| All | +2.0% | -62.3% | +64.3% | -16.2% |
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