+81.5%
ROKU vs REPL
-27.0%
+108.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.5% |
| 7D | -3.0% | -9.6% | +6.5% | -2.8% |
| 30D | +0.7% | +5.7% | -5.0% | +0.5% |
| 3M | +26.5% | +56.4% | -29.9% | +23.8% |
| 6M | +52.6% | +67.4% | -14.8% | +44.9% |
| YTD | +40.9% | +48.7% | -7.7% | +34.1% |
| 1Y | +57.6% | +148.3% | -90.6% | +44.6% |
| All | +81.5% | -27.0% | +108.5% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling