+53.4%
ROKU vs ALB
+4.7%
+48.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.3% | -3.8% | +0.4% |
| 7D | +4.8% | -2.1% | +6.8% | +5.2% |
| 30D | +6.1% | -9.0% | +15.1% | +8.1% |
| 3M | +10.5% | -21.1% | +31.6% | +15.5% |
| 6M | +29.2% | -49.9% | +79.1% | +48.8% |
| YTD | +50.0% | -32.3% | +82.3% | +65.6% |
| 1Y | +53.4% | +8.6% | +44.8% | +63.1% |
| All | +53.4% | +4.7% | +48.7% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling