+561.0%
ROKU vs A
+144.7%
+416.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +1.6% |
| 7D | -0.1% | -2.1% | +1.9% | +1.2% |
| 30D | +1.5% | +0.6% | +0.9% | +0.6% |
| 3M | +25.7% | +10.9% | +14.8% | +15.9% |
| 6M | +54.5% | +28.2% | +26.3% | +26.0% |
| YTD | +43.2% | +8.6% | +34.6% | +31.3% |
| 1Y | +56.3% | +15.5% | +40.8% | +35.9% |
| 3Y | +86.1% | +31.8% | +54.3% | +40.4% |
| 5Y | -53.6% | -14.9% | -38.7% | -52.3% |
| All | +561.0% | +144.7% | +416.3% | +278.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling