+652.2%
RGTI vs ROKU
+83.2%
+569.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +0.5% | -0.4% | +0.9% | +0.7% |
| 30D | -17.1% | +2.1% | -19.2% | -17.9% |
| 3M | -26.0% | +29.5% | -55.5% | -35.4% |
| 6M | -9.9% | +53.8% | -63.7% | -26.6% |
| YTD | -31.1% | +42.8% | -73.9% | -42.1% |
| 1Y | -8.5% | +60.7% | -69.2% | -27.1% |
| 3Y | +652.2% | +83.9% | +568.3% | +524.9% |
| All | +652.2% | +83.2% | +569.0% | +524.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling