-10.4%
RKT vs ROKU
+53.8%
-64.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.5% | +7.2% | +7.9% |
| 7D | +29.7% | +4.8% | +24.9% | +26.6% |
| 30D | +28.5% | +6.1% | +22.4% | +24.8% |
| 3M | +6.4% | +10.5% | -4.1% | +1.2% |
| 6M | +7.1% | +29.2% | -22.0% | -5.7% |
| YTD | -22.5% | +50.0% | -72.5% | -39.1% |
| 1Y | -10.4% | +53.4% | -63.9% | -26.9% |
| All | -10.4% | +53.8% | -64.2% | -26.9% |
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 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