-9.7%
RKT vs ROKU
-54.7%
+45.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | -7.2% | -2.6% | -4.6% | -6.5% |
| 30D | -7.9% | +2.1% | -10.0% | -8.5% |
| 3M | +5.2% | +31.8% | -26.6% | -3.9% |
| 6M | -14.9% | +53.3% | -68.2% | -25.5% |
| YTD | -31.9% | +42.1% | -73.9% | -39.0% |
| 1Y | -36.9% | +62.3% | -99.2% | -45.8% |
| 3Y | +35.7% | +84.6% | -48.9% | +1.6% |
| 5Y | -9.7% | -53.1% | +43.4% | -19.0% |
| All | -9.7% | -54.7% | +45.0% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling