-27.1%
RKT vs ROKU
-2.9%
-24.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -6.3% | -0.4% | -5.8% | -6.1% |
| 30D | -6.2% | +2.1% | -8.3% | -6.7% |
| 3M | -1.9% | +29.5% | -31.4% | -9.1% |
| 6M | -13.0% | +53.8% | -66.8% | -22.8% |
| YTD | -31.9% | +42.8% | -74.7% | -38.4% |
| 1Y | -37.6% | +60.7% | -98.3% | -45.4% |
| 3Y | +36.8% | +83.9% | -47.1% | +6.3% |
| 5Y | -9.7% | -52.8% | +43.1% | -22.9% |
| All | -27.1% | -2.9% | -24.2% | -54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling