+53.4%
ROKU vs REPL
+125.1%
-71.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +4.8% | +28.8% | -24.0% | +4.6% |
| 30D | +6.1% | +57.3% | -51.2% | +5.7% |
| 3M | +10.5% | +73.6% | -63.1% | +10.0% |
| 6M | +29.2% | +582.8% | -553.7% | +24.3% |
| YTD | +50.0% | +112.9% | -62.8% | +45.4% |
| 1Y | +53.4% | +130.7% | -77.2% | +42.3% |
| All | +53.4% | +125.1% | -71.7% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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