-49.2%
ROKU vs ROIV
+232.7%
-281.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.1% |
| 7D | -1.3% | +0.6% | -2.0% | -1.5% |
| 30D | +5.9% | +1.0% | +4.9% | +5.4% |
| 3M | +23.9% | +18.3% | +5.6% | +18.4% |
| 6M | +59.6% | +18.3% | +41.2% | +52.0% |
| YTD | +43.4% | +61.0% | -17.6% | +25.9% |
| 1Y | +60.2% | +177.9% | -117.7% | +22.2% |
| 3Y | +90.4% | +199.1% | -108.7% | +39.3% |
| 5Y | -54.5% | +250.7% | -305.2% | -71.8% |
| All | -49.2% | +232.7% | -281.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling