+559.3%
ROKU vs A
+144.9%
+414.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | -1.2% |
| 7D | -0.4% | -2.6% | +2.2% | +1.3% |
| 30D | +2.1% | -0.9% | +3.0% | +2.2% |
| 3M | +29.5% | +13.6% | +15.9% | +17.5% |
| 6M | +53.8% | +27.8% | +26.0% | +25.7% |
| YTD | +42.8% | +8.6% | +34.2% | +30.8% |
| 1Y | +60.7% | +16.9% | +43.9% | +38.5% |
| 3Y | +83.9% | +32.9% | +51.0% | +37.8% |
| 5Y | -52.8% | -14.1% | -38.7% | -51.8% |
| All | +559.3% | +144.9% | +414.4% | +277.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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