-52.0%
ROKU vs RVTY
-33.1%
-18.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -1.1% |
| 7D | -0.4% | -4.5% | +4.1% | +2.2% |
| 30D | +2.1% | +5.5% | -3.4% | -1.4% |
| 3M | +29.5% | +22.5% | +7.0% | +13.1% |
| 6M | +53.8% | +38.9% | +14.9% | +22.6% |
| YTD | +42.8% | +28.7% | +14.1% | +18.5% |
| 1Y | +60.7% | +45.5% | +15.2% | +21.4% |
| 3Y | +83.9% | +16.4% | +67.5% | +52.7% |
| All | -52.0% | -33.1% | -18.9% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling