+561.0%
ROKU vs ALB
+11.6%
+549.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.1% |
| 7D | -0.1% | -4.4% | +4.3% | +1.4% |
| 30D | +1.5% | -1.2% | +2.6% | +1.5% |
| 3M | +25.7% | -13.3% | +39.0% | +31.6% |
| 6M | +54.5% | -19.8% | +74.2% | +63.3% |
| YTD | +43.2% | -7.9% | +51.1% | +42.3% |
| 1Y | +56.3% | +60.2% | -3.9% | +22.6% |
| 3Y | +86.1% | -26.4% | +112.5% | +79.1% |
| 5Y | -53.6% | -42.5% | -11.0% | -51.0% |
| All | +561.0% | +11.6% | +549.4% | +373.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling