+82.9%
ROKU vs RVTY
+13.9%
+69.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.8% |
| 7D | -2.6% | -7.4% | +4.8% | +0.5% |
| 30D | +2.1% | +4.5% | -2.4% | 0.0% |
| 3M | +31.8% | +19.5% | +12.3% | +20.6% |
| 6M | +53.3% | +34.1% | +19.2% | +31.7% |
| YTD | +42.1% | +25.3% | +16.8% | +25.6% |
| 1Y | +62.3% | +47.0% | +15.3% | +31.1% |
| All | +82.9% | +13.9% | +69.1% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling