-53.4%
ROKU vs REPL
-54.7%
+1.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.4% |
| 7D | -3.0% | -9.6% | +6.5% | -2.4% |
| 30D | +0.7% | +5.7% | -5.0% | +0.3% |
| 3M | +26.5% | +56.4% | -29.9% | +19.3% |
| 6M | +52.6% | +67.4% | -14.8% | +33.4% |
| YTD | +40.9% | +48.7% | -7.7% | +24.0% |
| 1Y | +57.6% | +148.3% | -90.6% | +25.3% |
| 3Y | +83.2% | -26.7% | +109.9% | +43.6% |
| All | -53.4% | -54.7% | +1.2% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling