+559.3%
ROKU vs RSG
+285.4%
+273.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.3% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +2.1% | +4.0% | -1.9% | +0.8% |
| 3M | +29.5% | +7.4% | +22.1% | +26.3% |
| 6M | +53.8% | +0.1% | +53.7% | +53.0% |
| YTD | +42.8% | +6.0% | +36.8% | +39.2% |
| 1Y | +60.7% | -3.0% | +63.7% | +61.3% |
| 3Y | +83.9% | +56.5% | +27.4% | +49.9% |
| 5Y | -52.8% | +90.9% | -143.7% | -65.0% |
| All | +559.3% | +285.4% | +273.9% | +256.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling