+550.6%
ROKU vs ROP
+71.4%
+479.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -0.7% |
| 7D | -3.0% | -6.1% | +3.1% | +0.8% |
| 30D | +0.7% | -3.4% | +4.1% | +2.6% |
| 3M | +26.5% | +16.7% | +9.8% | +13.3% |
| 6M | +52.6% | +8.1% | +44.6% | +42.6% |
| YTD | +40.9% | -11.7% | +52.6% | +49.8% |
| 1Y | +57.6% | -24.2% | +81.9% | +84.9% |
| 3Y | +83.2% | -19.0% | +102.1% | +108.2% |
| 5Y | -54.8% | -15.9% | -39.0% | -50.3% |
| All | +550.6% | +71.4% | +479.2% | +604.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling