-52.0%
ROKU vs ITOT
+74.3%
-126.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -1.2% |
| 7D | -0.4% | -0.9% | +0.5% | +1.5% |
| 30D | +2.1% | -1.5% | +3.5% | +5.1% |
| 3M | +29.5% | +3.6% | +25.9% | +19.3% |
| 6M | +53.8% | +13.7% | +40.1% | +16.7% |
| YTD | +42.8% | +12.9% | +29.9% | +10.1% |
| 1Y | +60.7% | +17.2% | +43.6% | +14.3% |
| 3Y | +83.9% | +75.6% | +8.3% | -43.2% |
| All | -52.0% | +74.3% | -126.3% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling