+53.4%
ROKU vs RSG
+19.1%
+34.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.5% |
| 7D | +4.8% | +5.1% | -0.4% | +4.9% |
| 30D | +6.1% | +15.3% | -9.2% | +6.8% |
| 3M | +10.5% | +18.2% | -7.7% | +11.6% |
| 6M | +29.2% | +19.2% | +10.0% | +31.1% |
| YTD | +50.0% | +16.8% | +33.2% | +53.4% |
| 1Y | +53.4% | +19.2% | +34.2% | +58.8% |
| All | +53.4% | +19.1% | +34.3% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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