+53.4%
ROKU vs ROK
+25.3%
+28.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +6.1% | -2.5% | +8.6% | +7.0% |
| 3M | +10.5% | 0.0% | +10.5% | +10.2% |
| 6M | +29.2% | +11.6% | +17.6% | +19.3% |
| YTD | +50.0% | +15.2% | +34.8% | +36.5% |
| 1Y | +53.4% | +25.0% | +28.4% | +31.5% |
| All | +53.4% | +25.3% | +28.1% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling