+60.7%
ROKU vs RBRK
+5.6%
+55.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +0.9% |
| 7D | -0.4% | -7.5% | +7.1% | +0.9% |
| 30D | +2.1% | -10.4% | +12.5% | +3.2% |
| 3M | +29.5% | +21.3% | +8.2% | +21.8% |
| 6M | +53.8% | +50.6% | +3.1% | +33.8% |
| YTD | +42.8% | +13.3% | +29.5% | +31.7% |
| 1Y | +60.7% | +11.2% | +49.5% | +48.9% |
| All | +60.7% | +5.6% | +55.1% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling