+559.3%
ROKU vs RL
+354.3%
+205.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -0.4% | -3.4% | +3.0% | +1.1% |
| 30D | +2.1% | -14.4% | +16.5% | +9.2% |
| 3M | +29.5% | -13.6% | +43.1% | +37.5% |
| 6M | +53.8% | +0.6% | +53.2% | +51.2% |
| YTD | +42.8% | -3.6% | +46.4% | +42.7% |
| 1Y | +60.7% | +8.3% | +52.4% | +51.7% |
| 3Y | +83.9% | +204.8% | -120.9% | +11.3% |
| 5Y | -52.8% | +232.9% | -285.8% | -72.2% |
| All | +559.3% | +354.3% | +205.0% | +259.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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