+371.7%
RIOT vs ROKU
+875.4%
-503.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.8% | -5.9% | -5.4% |
| 7D | -0.9% | -2.6% | +1.7% | +0.2% |
| 30D | +3.5% | +2.1% | +1.4% | +2.5% |
| 3M | -13.0% | +31.8% | -44.8% | -24.2% |
| 6M | +43.1% | +53.3% | -10.2% | +17.5% |
| YTD | +65.4% | +42.1% | +23.3% | +40.1% |
| 1Y | +27.7% | +62.3% | -34.6% | +1.6% |
| 3Y | +91.3% | +84.6% | +6.7% | +37.1% |
| 5Y | -29.3% | -53.1% | +23.8% | -24.5% |
| All | +371.7% | +875.4% | -503.7% | +294.6% |
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