+559.3%
ROKU vs ITOT
+234.0%
+325.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.8% |
| 7D | -0.4% | -0.9% | +0.5% | +1.0% |
| 30D | +2.1% | -1.5% | +3.5% | +4.4% |
| 3M | +29.5% | +3.6% | +25.9% | +21.8% |
| 6M | +53.8% | +13.7% | +40.1% | +25.3% |
| YTD | +42.8% | +12.9% | +29.9% | +17.9% |
| 1Y | +60.7% | +17.2% | +43.6% | +25.2% |
| 3Y | +83.9% | +75.6% | +8.3% | -18.9% |
| 5Y | -52.8% | +75.5% | -128.3% | -77.3% |
| All | +559.3% | +234.0% | +325.3% | +128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling