-53.4%
ROKU vs RBA
+37.9%
-91.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | -3.0% | -1.9% | -1.1% | -2.1% |
| 30D | +0.7% | -13.0% | +13.7% | +7.7% |
| 3M | +26.5% | -23.1% | +49.6% | +42.1% |
| 6M | +52.6% | -22.6% | +75.2% | +70.5% |
| YTD | +40.9% | -20.4% | +61.3% | +54.5% |
| 1Y | +57.6% | -29.6% | +87.2% | +84.5% |
| 3Y | +83.2% | +26.6% | +56.6% | +55.2% |
| All | -53.4% | +37.9% | -91.3% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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