+562.1%
ROKU vs RY
+277.3%
+284.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.2% |
| 7D | -1.3% | +3.1% | -4.4% | -3.7% |
| 30D | +5.9% | -0.3% | +6.2% | +6.1% |
| 3M | +23.9% | +8.7% | +15.2% | +15.4% |
| 6M | +59.6% | +28.5% | +31.0% | +30.0% |
| YTD | +43.4% | +25.1% | +18.3% | +19.6% |
| 1Y | +60.2% | +46.3% | +13.9% | +18.1% |
| 3Y | +90.4% | +154.9% | -64.5% | -6.6% |
| 5Y | -54.5% | +140.3% | -194.8% | -76.3% |
| All | +562.1% | +277.3% | +284.8% | +207.4% |
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