+559.3%
ROKU vs ALB
+1.6%
+557.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +4.0% | +1.8% |
| 7D | -0.4% | -6.6% | +6.2% | +2.0% |
| 30D | +2.1% | -8.1% | +10.2% | +4.8% |
| 3M | +29.5% | -25.7% | +55.2% | +43.4% |
| 6M | +53.8% | -29.5% | +83.3% | +70.3% |
| YTD | +42.8% | -16.2% | +59.0% | +46.7% |
| 1Y | +60.7% | +59.2% | +1.5% | +26.3% |
| 3Y | +83.9% | -33.7% | +117.6% | +83.8% |
| 5Y | -52.8% | -48.1% | -4.7% | -48.3% |
| All | +559.3% | +1.6% | +557.7% | +387.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling