+559.3%
ROKU vs ROK
+184.7%
+374.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | -0.4% |
| 7D | -0.4% | -1.2% | +0.8% | +0.2% |
| 30D | +2.1% | -4.8% | +6.9% | +4.6% |
| 3M | +29.5% | -6.1% | +35.6% | +32.5% |
| 6M | +53.8% | +15.5% | +38.3% | +39.7% |
| YTD | +42.8% | +11.2% | +31.6% | +32.4% |
| 1Y | +60.7% | +23.8% | +36.9% | +40.4% |
| 3Y | +83.9% | +53.1% | +30.8% | +39.6% |
| 5Y | -52.8% | +48.3% | -101.1% | -64.6% |
| All | +559.3% | +184.7% | +374.6% | +236.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling