+561.0%
ROKU vs URA
+362.8%
+198.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -1.7% |
| 7D | -0.1% | +8.1% | -8.2% | -3.9% |
| 30D | +1.5% | +5.8% | -4.3% | -1.8% |
| 3M | +25.7% | +3.4% | +22.3% | +21.8% |
| 6M | +54.5% | -2.6% | +57.1% | +52.3% |
| YTD | +43.2% | +11.2% | +32.0% | +29.2% |
| 1Y | +56.3% | +19.8% | +36.5% | +30.7% |
| 3Y | +86.1% | +121.5% | -35.4% | +4.8% |
| 5Y | -53.6% | +134.5% | -188.0% | -75.9% |
| All | +561.0% | +362.8% | +198.3% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling