+555.8%
ROKU vs ALK
-43.6%
+599.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -2.6% | -3.1% | +0.5% | -1.6% |
| 30D | +2.1% | -17.1% | +19.3% | +8.9% |
| 3M | +31.8% | -3.8% | +35.6% | +31.7% |
| 6M | +53.3% | -5.3% | +58.5% | +52.3% |
| YTD | +42.1% | -20.3% | +62.3% | +48.5% |
| 1Y | +62.3% | -36.0% | +98.3% | +82.7% |
| 3Y | +84.6% | +0.8% | +83.9% | +71.4% |
| 5Y | -53.1% | -28.5% | -24.6% | -51.5% |
| All | +555.8% | -43.6% | +599.5% | +602.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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