-53.4%
ROKU vs RL
+222.7%
-276.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.8% | +0.7% |
| 7D | -3.0% | -0.3% | -2.8% | -3.0% |
| 30D | +0.7% | -17.5% | +18.2% | +14.5% |
| 3M | +26.5% | -14.0% | +40.4% | +38.9% |
| 6M | +52.6% | -2.0% | +54.6% | +49.9% |
| YTD | +40.9% | -4.6% | +45.5% | +40.1% |
| 1Y | +57.6% | +9.5% | +48.1% | +40.1% |
| 3Y | +83.2% | +200.5% | -117.3% | -29.9% |
| All | -53.4% | +222.7% | -276.2% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling