+559.3%
ROKU vs RNG
+72.1%
+487.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.4% | -6.1% | +5.7% | +2.8% |
| 30D | +2.1% | +9.6% | -7.5% | -3.3% |
| 3M | +29.5% | +83.3% | -53.8% | -9.9% |
| 6M | +53.8% | +77.9% | -24.2% | +4.5% |
| YTD | +42.8% | +139.9% | -97.1% | -23.3% |
| 1Y | +60.7% | +121.7% | -60.9% | -10.7% |
| 3Y | +83.9% | +121.9% | -38.0% | -6.5% |
| 5Y | -52.8% | -68.4% | +15.5% | -29.3% |
| All | +559.3% | +72.1% | +487.1% | +91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling