-53.1%
ROKU vs URA
+121.8%
-174.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +2.6% |
| 7D | -2.6% | -1.5% | -1.1% | -2.1% |
| 30D | +2.1% | -0.4% | +2.5% | +1.7% |
| 3M | +31.8% | +6.3% | +25.5% | +26.2% |
| 6M | +53.3% | -14.0% | +67.3% | +60.5% |
| YTD | +42.1% | +5.3% | +36.7% | +31.8% |
| 1Y | +62.3% | +11.7% | +50.7% | +40.7% |
| 3Y | +84.6% | +109.8% | -25.2% | +5.4% |
| 5Y | -53.1% | +108.0% | -161.0% | -74.7% |
| All | -53.1% | +121.8% | -174.9% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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