+83.9%
ROKU vs RMBS
+55.3%
+28.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | 0.0% |
| 7D | -0.4% | +1.8% | -2.2% | -0.9% |
| 30D | +2.1% | -13.9% | +16.0% | +5.8% |
| 3M | +29.5% | -39.8% | +69.3% | +45.6% |
| 6M | +53.8% | -6.0% | +59.8% | +44.9% |
| YTD | +42.8% | -5.4% | +48.2% | +31.6% |
| 1Y | +60.7% | -1.8% | +62.6% | +42.0% |
| 3Y | +83.9% | +53.7% | +30.2% | +21.4% |
| All | +83.9% | +55.3% | +28.6% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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