+83.9%
ROKU vs RGEN
+2.2%
+81.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.4% | -1.4% | +1.0% | +0.1% |
| 30D | +2.1% | -0.3% | +2.4% | +1.9% |
| 3M | +29.5% | +23.9% | +5.6% | +18.9% |
| 6M | +53.8% | +38.5% | +15.3% | +34.1% |
| YTD | +42.8% | +0.8% | +42.0% | +40.0% |
| 1Y | +60.7% | +38.2% | +22.5% | +38.9% |
| 3Y | +83.9% | +1.3% | +82.6% | +57.4% |
| All | +83.9% | +2.2% | +81.7% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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