-54.8%
ROKU vs ACWI
+67.2%
-122.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.3% |
| 7D | -3.0% | 0.0% | -3.0% | -3.1% |
| 30D | +0.7% | -0.6% | +1.3% | +1.9% |
| 3M | +26.5% | +4.3% | +22.2% | +14.3% |
| 6M | +52.6% | +12.7% | +40.0% | +16.1% |
| YTD | +40.9% | +13.9% | +27.0% | +4.6% |
| 1Y | +57.6% | +20.5% | +37.1% | +2.9% |
| 3Y | +83.2% | +76.5% | +6.7% | -47.9% |
| 5Y | -54.8% | +67.5% | -122.3% | -84.4% |
| All | -54.8% | +67.2% | -122.1% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling