+583.1%
ROKU vs AR
+77.6%
+505.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +3.5% | -14.3% | +17.7% | +5.5% |
| 30D | +5.1% | +1.4% | +3.7% | +4.8% |
| 3M | +7.0% | +3.4% | +3.6% | +6.2% |
| 6M | +25.4% | -2.1% | +27.5% | +25.1% |
| YTD | +48.0% | +4.7% | +43.3% | +45.6% |
| 1Y | +53.1% | +10.6% | +42.6% | +49.3% |
| 3Y | +92.7% | +24.6% | +68.1% | +83.9% |
| 5Y | -42.4% | +71.9% | -114.3% | -47.3% |
| All | +583.1% | +77.6% | +505.5% | +762.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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