+561.0%
ROKU vs RVTY
+90.5%
+470.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +1.4% |
| 7D | -0.1% | +0.4% | -0.5% | -0.4% |
| 30D | +1.5% | +10.8% | -9.4% | -5.3% |
| 3M | +25.7% | +26.8% | -1.1% | +6.1% |
| 6M | +54.5% | +39.3% | +15.1% | +20.8% |
| YTD | +43.2% | +31.6% | +11.6% | +15.4% |
| 1Y | +56.3% | +47.7% | +8.6% | +14.8% |
| 3Y | +86.1% | +19.9% | +66.2% | +48.8% |
| 5Y | -53.6% | -32.3% | -21.2% | -43.5% |
| All | +561.0% | +90.5% | +470.5% | +275.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling