+555.8%
ROKU vs FIVE
+344.0%
+211.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.8% |
| 7D | -2.6% | +0.6% | -3.2% | -3.0% |
| 30D | +2.1% | +3.0% | -0.9% | +0.4% |
| 3M | +31.8% | +23.2% | +8.6% | +19.5% |
| 6M | +53.3% | +9.2% | +44.1% | +44.2% |
| YTD | +42.1% | +28.1% | +14.0% | +24.3% |
| 1Y | +62.3% | +65.3% | -2.9% | +26.3% |
| 3Y | +84.6% | +49.4% | +35.2% | +36.7% |
| 5Y | -53.1% | +29.5% | -82.6% | -63.4% |
| All | +555.8% | +344.0% | +211.8% | +339.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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