-47.6%
ROKU vs ROIV
+270.3%
-317.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.1% | -1.3% |
| 7D | +3.5% | +5.3% | -1.9% | +2.1% |
| 30D | +5.1% | +11.9% | -6.8% | +2.2% |
| 3M | +7.0% | +10.7% | -3.7% | +3.4% |
| 6M | +25.4% | +34.9% | -9.5% | +14.9% |
| YTD | +48.0% | +79.2% | -31.2% | +25.7% |
| 1Y | +53.1% | +89.0% | -35.9% | +28.0% |
| 3Y | +92.7% | +337.3% | -244.6% | +30.3% |
| 5Y | -42.4% | +402.3% | -444.7% | -67.6% |
| All | -47.6% | +270.3% | -317.9% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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