-49.4%
ROKU vs ROIV
+288.8%
-338.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.4% | +16.9% | -17.3% | -4.5% |
| 30D | +2.1% | +12.9% | -10.8% | -1.4% |
| 3M | +29.5% | +37.3% | -7.8% | +18.9% |
| 6M | +53.8% | +38.0% | +15.8% | +40.6% |
| YTD | +42.8% | +88.1% | -45.3% | +20.3% |
| 1Y | +60.7% | +183.3% | -122.5% | +21.9% |
| 3Y | +83.9% | +254.6% | -170.8% | +29.0% |
| 5Y | -52.8% | +309.8% | -362.6% | -71.9% |
| All | -49.4% | +288.8% | -338.2% | -69.0% |
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