+562.1%
ROKU vs RBA
+221.6%
+340.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.9% |
| 7D | -1.3% | -2.9% | +1.6% | +0.2% |
| 30D | +5.9% | -12.3% | +18.2% | +12.7% |
| 3M | +23.9% | -20.5% | +44.4% | +36.9% |
| 6M | +59.6% | -18.5% | +78.1% | +73.6% |
| YTD | +43.4% | -18.2% | +61.6% | +55.4% |
| 1Y | +60.2% | -27.5% | +87.7% | +84.4% |
| 3Y | +90.4% | +38.1% | +52.3% | +55.6% |
| 5Y | -54.5% | +44.8% | -99.3% | -65.1% |
| All | +562.1% | +221.6% | +340.5% | +333.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling