-46.1%
RIG vs ROKU
+867.7%
-913.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -8.2% | -3.0% | -5.2% | -7.7% |
| 30D | -0.2% | +0.7% | -0.9% | -0.3% |
| 3M | -2.7% | +26.5% | -29.2% | -6.9% |
| 6M | -7.5% | +52.6% | -60.1% | -14.6% |
| YTD | +38.3% | +40.9% | -2.7% | +29.0% |
| 1Y | +81.8% | +57.6% | +24.2% | +66.1% |
| 3Y | -30.2% | +83.2% | -113.4% | -40.8% |
| 5Y | +59.9% | -54.8% | +114.8% | +55.9% |
| All | -46.1% | +867.7% | -913.8% | -62.0% |
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