+550.6%
ROKU vs ROK
+183.2%
+367.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | +0.7% | -1.8% | +2.5% | +1.5% |
| 3M | +26.5% | -7.2% | +33.6% | +30.2% |
| 6M | +52.6% | +14.2% | +38.5% | +39.5% |
| YTD | +40.9% | +10.6% | +30.4% | +31.0% |
| 1Y | +57.6% | +25.9% | +31.7% | +36.5% |
| 3Y | +83.2% | +50.8% | +32.4% | +40.2% |
| 5Y | -54.8% | +47.0% | -101.9% | -65.9% |
| All | +550.6% | +183.2% | +367.5% | +232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling