+561.0%
ROKU vs FIVE
+367.6%
+193.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -0.1% | +3.7% | -3.8% | -1.7% |
| 30D | +1.5% | +4.0% | -2.5% | -0.6% |
| 3M | +25.7% | +36.2% | -10.5% | +9.2% |
| 6M | +54.5% | +18.0% | +36.4% | +40.6% |
| YTD | +43.2% | +34.9% | +8.3% | +22.7% |
| 1Y | +56.3% | +67.9% | -11.6% | +20.8% |
| 3Y | +86.1% | +57.3% | +28.8% | +34.9% |
| 5Y | -53.6% | +39.5% | -93.1% | -64.8% |
| All | +561.0% | +367.6% | +193.5% | +333.4% |
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