+562.1%
ROKU vs ALLY
+136.9%
+425.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.9% |
| 7D | -1.3% | +3.7% | -5.0% | -3.0% |
| 30D | +5.9% | -2.3% | +8.1% | +6.9% |
| 3M | +23.9% | +3.8% | +20.1% | +21.2% |
| 6M | +59.6% | +9.7% | +49.9% | +51.6% |
| YTD | +43.4% | -1.4% | +44.8% | +43.3% |
| 1Y | +60.2% | +8.2% | +51.9% | +52.0% |
| 3Y | +90.4% | +66.5% | +23.9% | +46.9% |
| 5Y | -54.5% | +1.2% | -55.7% | -58.4% |
| All | +562.1% | +136.9% | +425.2% | +489.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling