+60.2%
ROKU vs ROP
-21.5%
+81.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.8% | -1.0% |
| 7D | -1.3% | -4.4% | +3.1% | -0.4% |
| 30D | +5.9% | +3.2% | +2.6% | +5.2% |
| 3M | +23.9% | +23.1% | +0.8% | +18.1% |
| 6M | +59.6% | +13.3% | +46.3% | +55.5% |
| YTD | +43.4% | -7.9% | +51.3% | +41.2% |
| 1Y | +60.2% | -22.1% | +82.2% | +60.0% |
| All | +60.2% | -21.5% | +81.6% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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