-41.6%
ROKU vs ALLY
-10.3%
-31.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.3% |
| 7D | +3.5% | +0.9% | +2.6% | +2.6% |
| 30D | +5.1% | +3.1% | +2.0% | +2.5% |
| 3M | +7.0% | -12.6% | +19.5% | +17.3% |
| 6M | +25.4% | -12.4% | +37.9% | +36.5% |
| YTD | +48.0% | -13.2% | +61.1% | +60.6% |
| 1Y | +53.1% | +1.8% | +51.3% | +46.3% |
| 3Y | +92.7% | +58.0% | +34.7% | +21.4% |
| All | -41.6% | -10.3% | -31.3% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling