+60.2%
ROKU vs RNG
+144.7%
-84.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.2% |
| 7D | -1.3% | +5.8% | -7.1% | -2.0% |
| 30D | +5.9% | +19.6% | -13.7% | +3.3% |
| 3M | +23.9% | +67.0% | -43.1% | +15.0% |
| 6M | +59.6% | +88.4% | -28.8% | +44.5% |
| YTD | +43.4% | +155.5% | -112.1% | +23.0% |
| 1Y | +60.2% | +141.7% | -81.5% | +37.0% |
| All | +60.2% | +144.7% | -84.6% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling