-52.0%
ROKU vs ROP
-16.2%
-35.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.4% | -4.6% | +4.2% | +3.0% |
| 30D | +2.1% | -1.7% | +3.8% | +3.0% |
| 3M | +29.5% | +17.1% | +12.4% | +13.0% |
| 6M | +53.8% | +10.9% | +42.9% | +38.9% |
| YTD | +42.8% | -12.1% | +54.9% | +56.4% |
| 1Y | +60.7% | -24.2% | +85.0% | +100.4% |
| 3Y | +83.9% | -20.4% | +104.3% | +118.6% |
| All | -52.0% | -16.2% | -35.8% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling