+211.3%
ROKU vs REPL
-19.2%
+230.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.7% |
| 7D | -0.4% | -14.1% | +13.7% | +0.6% |
| 30D | +2.1% | -15.2% | +17.3% | +3.2% |
| 3M | +29.5% | +49.9% | -20.4% | +20.9% |
| 6M | +53.8% | +63.5% | -9.8% | +31.0% |
| YTD | +42.8% | +32.9% | +9.9% | +23.6% |
| 1Y | +60.7% | +115.0% | -54.2% | +25.2% |
| 3Y | +83.9% | -34.7% | +118.6% | +32.4% |
| 5Y | -52.8% | -59.7% | +6.8% | -64.7% |
| All | +211.3% | -19.2% | +230.5% | +91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling