-52.0%
ROKU vs UL
+18.7%
-70.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -0.4% | -3.4% | +3.0% | +0.4% |
| 30D | +2.1% | +0.5% | +1.6% | +1.9% |
| 3M | +29.5% | +7.2% | +22.3% | +27.1% |
| 6M | +53.8% | -3.1% | +56.8% | +54.4% |
| YTD | +42.8% | -2.7% | +45.5% | +42.9% |
| 1Y | +60.7% | -10.2% | +71.0% | +64.1% |
| 3Y | +83.9% | +20.3% | +63.6% | +63.5% |
| All | -52.0% | +18.7% | -70.7% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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