+550.6%
ROKU vs ACWI
+176.7%
+373.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.6% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | +0.7% | -0.6% | +1.3% | +1.6% |
| 3M | +26.5% | +4.3% | +22.2% | +17.4% |
| 6M | +52.6% | +12.7% | +40.0% | +25.1% |
| YTD | +40.9% | +13.9% | +27.0% | +13.7% |
| 1Y | +57.6% | +20.5% | +37.1% | +16.0% |
| 3Y | +83.2% | +76.5% | +6.7% | -22.4% |
| 5Y | -54.8% | +67.5% | -122.3% | -77.8% |
| All | +550.6% | +176.7% | +373.9% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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