+53.4%
ROKU vs RRC
+44.7%
+8.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +1.2% |
| 7D | +4.8% | -6.8% | +11.6% | +4.2% |
| 30D | +6.1% | +34.7% | -28.6% | +8.8% |
| 3M | +10.5% | +31.5% | -21.0% | +13.2% |
| 6M | +29.2% | +21.8% | +7.4% | +30.2% |
| YTD | +50.0% | +48.9% | +1.2% | +55.8% |
| 1Y | +53.4% | +42.1% | +11.3% | +56.7% |
| All | +53.4% | +44.7% | +8.7% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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