-54.8%
ROKU vs ALLY
-1.1%
-53.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.8% |
| 7D | -3.0% | -1.9% | -1.1% | -1.7% |
| 30D | +0.7% | -4.5% | +5.2% | +3.9% |
| 3M | +26.5% | -2.8% | +29.3% | +28.3% |
| 6M | +52.6% | +10.3% | +42.3% | +40.2% |
| YTD | +40.9% | -5.7% | +46.6% | +44.6% |
| 1Y | +57.6% | +3.9% | +53.7% | +48.5% |
| 3Y | +83.2% | +64.7% | +18.5% | +14.6% |
| 5Y | -54.8% | -2.6% | -52.2% | -59.0% |
| All | -54.8% | -1.1% | -53.7% | -59.0% |
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