-68.1%
RGTI vs ROKU
+53.8%
-121.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.1% |
| 7D | -9.6% | +4.8% | -14.4% | -12.3% |
| 30D | -26.0% | +6.1% | -32.1% | -28.9% |
| 3M | -35.8% | +10.5% | -46.2% | -39.9% |
| 6M | -36.7% | +29.2% | -65.8% | -46.9% |
| YTD | -49.4% | +50.0% | -99.4% | -64.7% |
| 1Y | -68.1% | +53.4% | -121.5% | -77.8% |
| All | -68.1% | +53.8% | -121.9% | -77.8% |
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