+550.6%
ROKU vs RRC
+117.9%
+432.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -3.0% | -1.7% | -1.3% | -2.8% |
| 30D | +0.7% | +3.6% | -2.9% | +0.1% |
| 3M | +26.5% | +8.8% | +17.6% | +24.6% |
| 6M | +52.6% | +0.8% | +51.9% | +51.6% |
| YTD | +40.9% | +19.0% | +22.0% | +36.1% |
| 1Y | +57.6% | +22.9% | +34.7% | +51.0% |
| 3Y | +83.2% | +32.3% | +50.9% | +72.8% |
| 5Y | -54.8% | +151.6% | -206.4% | -61.6% |
| All | +550.6% | +117.9% | +432.8% | +512.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling