+83.9%
ROKU vs RRX
+5.4%
+78.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.6% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | +2.1% | -6.1% | +8.2% | +3.9% |
| 3M | +29.5% | -23.1% | +52.5% | +37.6% |
| 6M | +53.8% | -19.5% | +73.3% | +58.9% |
| YTD | +42.8% | +16.1% | +26.7% | +26.7% |
| 1Y | +60.7% | +12.9% | +47.8% | +43.4% |
| 3Y | +83.9% | +7.9% | +76.0% | +92.1% |
| All | +83.9% | +5.4% | +78.5% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling