+562.1%
ROKU vs RL
+370.5%
+191.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.8% | -2.6% |
| 7D | -1.3% | -0.8% | -0.5% | -1.0% |
| 30D | +5.9% | -7.8% | +13.6% | +9.5% |
| 3M | +23.9% | -4.0% | +27.9% | +25.4% |
| 6M | +59.6% | -1.9% | +61.4% | +58.5% |
| YTD | +43.4% | -0.2% | +43.6% | +41.1% |
| 1Y | +60.2% | +10.7% | +49.5% | +49.8% |
| 3Y | +90.4% | +210.8% | -120.4% | +14.2% |
| 5Y | -54.5% | +238.2% | -292.8% | -73.5% |
| All | +562.1% | +370.5% | +191.6% | +255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling