-52.0%
ROKU vs RRC
+142.3%
-194.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.0% |
| 7D | -0.4% | -2.0% | +1.6% | +0.1% |
| 30D | +2.1% | +2.4% | -0.3% | +1.4% |
| 3M | +29.5% | +8.6% | +20.9% | +26.6% |
| 6M | +53.8% | -1.4% | +55.2% | +53.0% |
| YTD | +42.8% | +17.3% | +25.5% | +35.3% |
| 1Y | +60.7% | +18.1% | +42.6% | +51.2% |
| 3Y | +83.9% | +32.8% | +51.1% | +66.6% |
| All | -52.0% | +142.3% | -194.3% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling