+583.1%
ROKU vs ACWI
+163.2%
+419.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.2% |
| 7D | +3.5% | -2.4% | +5.8% | +7.3% |
| 30D | +5.1% | -5.2% | +10.3% | +14.1% |
| 3M | +7.0% | -4.8% | +11.8% | +15.0% |
| 6M | +25.4% | -1.3% | +26.7% | +26.3% |
| YTD | +48.0% | +8.4% | +39.6% | +28.5% |
| 1Y | +53.1% | +11.0% | +42.1% | +27.9% |
| 3Y | +92.7% | +70.6% | +22.1% | -15.0% |
| 5Y | -42.4% | +55.3% | -97.7% | -68.6% |
| All | +583.1% | +163.2% | +419.8% | +169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling