+562.1%
ROKU vs PR
+40.6%
+521.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | -1.3% | +2.9% | -4.2% | -1.7% |
| 30D | +5.9% | +18.0% | -12.2% | +3.8% |
| 3M | +23.9% | +16.9% | +7.0% | +21.4% |
| 6M | +59.6% | +28.2% | +31.4% | +54.2% |
| YTD | +43.4% | +69.3% | -25.9% | +34.0% |
| 1Y | +60.2% | +69.5% | -9.3% | +49.3% |
| 3Y | +90.4% | +81.7% | +8.7% | +75.4% |
| 5Y | -54.5% | +422.2% | -476.8% | -62.4% |
| All | +562.1% | +40.6% | +521.4% | +772.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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