+555.8%
ROKU vs TRU
+71.9%
+483.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -2.6% | -9.4% | +6.7% | +3.4% |
| 30D | +2.1% | -4.1% | +6.2% | +4.4% |
| 3M | +31.8% | +13.6% | +18.2% | +19.1% |
| 6M | +53.3% | +3.6% | +49.7% | +45.7% |
| YTD | +42.1% | -9.8% | +51.9% | +45.9% |
| 1Y | +62.3% | -13.6% | +76.0% | +68.8% |
| 3Y | +84.6% | -2.0% | +86.6% | +66.8% |
| 5Y | -53.1% | -35.8% | -17.2% | -45.8% |
| All | +555.8% | +71.9% | +483.9% | +446.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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