-30.2%
RIG vs ROKU
+83.2%
-113.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.8% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | -0.5% | +2.1% | -2.6% | -0.9% |
| 3M | -6.0% | +29.5% | -35.5% | -10.8% |
| 6M | -10.1% | +53.8% | -63.9% | -18.3% |
| YTD | +37.3% | +42.8% | -5.5% | +26.3% |
| 1Y | +73.9% | +60.7% | +13.2% | +55.6% |
| 3Y | -30.2% | +83.9% | -114.1% | -49.8% |
| All | -30.2% | +83.2% | -113.3% | -49.8% |
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 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