+559.3%
ROKU vs MKTX
+0.7%
+558.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | +2.1% | +0.7% | +1.3% | +1.8% |
| 3M | +29.5% | +40.8% | -11.3% | +9.0% |
| 6M | +53.8% | -8.0% | +61.8% | +56.1% |
| YTD | +42.8% | -8.7% | +51.5% | +45.1% |
| 1Y | +60.7% | -11.8% | +72.6% | +65.2% |
| 3Y | +83.9% | -24.0% | +107.9% | +87.7% |
| 5Y | -52.8% | -60.3% | +7.5% | -32.6% |
| All | +559.3% | +0.7% | +558.6% | +854.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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