+60.7%
ROKU vs INDA
-8.4%
+69.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | -0.3% |
| 7D | -0.4% | -2.7% | +2.3% | +2.1% |
| 30D | +2.1% | -2.8% | +4.8% | +4.7% |
| 3M | +29.5% | +1.6% | +27.9% | +27.0% |
| 6M | +53.8% | -1.4% | +55.2% | +53.3% |
| YTD | +42.8% | -10.1% | +52.9% | +49.4% |
| 1Y | +60.7% | -8.8% | +69.5% | +60.8% |
| All | +60.7% | -8.4% | +69.2% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling