+53.4%
ROKU vs ROP
+10.1%
+43.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +0.7% |
| 7D | +4.8% | +11.7% | -6.9% | +2.3% |
| 30D | +6.1% | +35.5% | -29.4% | -0.8% |
| 3M | +10.5% | +25.3% | -14.8% | +5.1% |
| 6M | +29.2% | +38.9% | -9.7% | +19.9% |
| YTD | +50.0% | +11.4% | +38.7% | +45.2% |
| 1Y | +53.4% | +10.3% | +43.1% | +49.3% |
| All | +53.4% | +10.1% | +43.3% | +49.3% |
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