+550.6%
ROKU vs RUN
+57.1%
+493.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -0.4% |
| 7D | -3.0% | -1.8% | -1.3% | -2.6% |
| 30D | +0.7% | -10.8% | +11.5% | +3.4% |
| 3M | +26.5% | -30.2% | +56.6% | +36.8% |
| 6M | +52.6% | -22.3% | +75.0% | +58.6% |
| YTD | +40.9% | -52.2% | +93.1% | +59.5% |
| 1Y | +57.6% | -45.1% | +102.7% | +68.2% |
| 3Y | +83.2% | -37.1% | +120.3% | +31.7% |
| 5Y | -54.8% | -80.3% | +25.4% | -56.4% |
| All | +550.6% | +57.1% | +493.5% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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