+562.1%
ROKU vs ACWI
+179.7%
+382.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -1.3% | +0.5% | -1.8% | -2.1% |
| 30D | +5.9% | +0.9% | +5.0% | +4.3% |
| 3M | +23.9% | +2.4% | +21.5% | +18.4% |
| 6M | +59.6% | +12.4% | +47.2% | +31.2% |
| YTD | +43.4% | +15.2% | +28.3% | +13.6% |
| 1Y | +60.2% | +22.7% | +37.4% | +14.5% |
| 3Y | +90.4% | +75.8% | +14.6% | -18.9% |
| 5Y | -54.5% | +67.7% | -122.3% | -77.8% |
| All | +562.1% | +179.7% | +382.4% | +138.5% |
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