+583.1%
ROKU vs FIVE
+342.2%
+240.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +3.5% | -0.3% | +3.8% | +3.5% |
| 30D | +5.1% | +17.7% | -12.6% | -2.0% |
| 3M | +7.0% | +4.0% | +3.0% | +4.2% |
| 6M | +25.4% | +2.6% | +22.8% | +20.9% |
| YTD | +48.0% | +27.6% | +20.4% | +29.1% |
| 1Y | +53.1% | +59.9% | -6.8% | +20.8% |
| 3Y | +92.7% | +35.8% | +56.9% | +48.5% |
| 5Y | -42.4% | +14.4% | -56.8% | -53.3% |
| All | +583.1% | +342.2% | +240.8% | +355.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling