+555.8%
ROKU vs RNG
+72.4%
+483.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | -2.6% | -9.6% | +6.9% | +2.4% |
| 30D | +2.1% | +8.8% | -6.7% | -2.9% |
| 3M | +31.8% | +78.6% | -46.8% | -7.1% |
| 6M | +53.3% | +70.3% | -17.0% | +6.6% |
| YTD | +42.1% | +140.3% | -98.3% | -23.8% |
| 1Y | +62.3% | +126.6% | -64.3% | -11.0% |
| 3Y | +84.6% | +120.2% | -35.6% | -5.7% |
| 5Y | -53.1% | -68.3% | +15.2% | -29.7% |
| All | +555.8% | +72.4% | +483.4% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling