+11.4%
ROKU vs RVMD
+622.3%
-610.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.4% | -3.0% | +2.6% | +0.4% |
| 30D | +2.1% | -0.7% | +2.8% | +2.1% |
| 3M | +29.5% | +36.5% | -7.1% | +17.8% |
| 6M | +53.8% | +104.6% | -50.8% | +20.5% |
| YTD | +42.8% | +155.8% | -113.0% | +1.3% |
| 1Y | +60.7% | +340.7% | -279.9% | -5.5% |
| 3Y | +83.9% | +519.9% | -436.0% | -12.4% |
| 5Y | -52.8% | +584.9% | -637.7% | -80.5% |
| All | +11.4% | +622.3% | -610.9% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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