+550.6%
ROKU vs UL
+32.3%
+518.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.0% |
| 7D | -3.0% | -3.2% | +0.2% | -2.0% |
| 30D | +0.7% | -0.6% | +1.3% | +0.9% |
| 3M | +26.5% | +9.4% | +17.0% | +22.1% |
| 6M | +52.6% | -4.1% | +56.8% | +54.1% |
| YTD | +40.9% | -2.0% | +42.9% | +40.7% |
| 1Y | +57.6% | -9.0% | +66.6% | +61.2% |
| 3Y | +83.2% | +21.8% | +61.4% | +61.7% |
| 5Y | -54.8% | +20.6% | -75.4% | -60.9% |
| All | +550.6% | +32.3% | +518.4% | +451.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling