+559.3%
ROKU vs RVTY
+86.3%
+472.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -1.2% |
| 7D | -0.4% | -4.5% | +4.1% | +2.4% |
| 30D | +2.1% | +5.5% | -3.4% | -1.8% |
| 3M | +29.5% | +22.5% | +7.0% | +11.7% |
| 6M | +53.8% | +38.9% | +14.9% | +20.4% |
| YTD | +42.8% | +28.7% | +14.1% | +16.6% |
| 1Y | +60.7% | +45.5% | +15.2% | +19.1% |
| 3Y | +83.9% | +16.4% | +67.5% | +49.9% |
| 5Y | -52.8% | -32.7% | -20.1% | -42.5% |
| All | +559.3% | +86.3% | +472.9% | +279.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling