+583.1%
ROKU vs RY
+262.6%
+320.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +1.1% |
| 7D | +3.5% | -0.9% | +4.4% | +4.1% |
| 30D | +5.1% | +5.9% | -0.8% | +0.3% |
| 3M | +7.0% | -4.3% | +11.2% | +10.3% |
| 6M | +25.4% | +12.1% | +13.3% | +13.4% |
| YTD | +48.0% | +20.3% | +27.7% | +26.9% |
| 1Y | +53.1% | +41.0% | +12.1% | +15.8% |
| 3Y | +92.7% | +157.5% | -64.8% | -6.4% |
| 5Y | -42.4% | +123.2% | -165.6% | -68.6% |
| All | +583.1% | +262.6% | +320.4% | +226.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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