+86.1%
ROKU vs ALLY
+69.8%
+16.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | +1.9% |
| 7D | -0.1% | +1.0% | -1.1% | -0.9% |
| 30D | +1.5% | -3.3% | +4.8% | +3.4% |
| 3M | +25.7% | +0.5% | +25.3% | +24.5% |
| 6M | +54.5% | +12.6% | +41.9% | +41.5% |
| YTD | +43.2% | -4.7% | +47.9% | +45.7% |
| 1Y | +56.3% | +5.2% | +51.1% | +47.3% |
| 3Y | +86.1% | +66.5% | +19.6% | +3.8% |
| All | +86.1% | +69.8% | +16.3% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 3y: compounded portfolio wealth divided by compounded ALLY 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…
3y analysis · Full analysis span regression · 6 months rolling