+550.6%
ROKU vs VMC
+127.2%
+423.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | 0.0% |
| 7D | -3.0% | -5.3% | +2.3% | -0.4% |
| 30D | +0.7% | -12.3% | +13.0% | +7.2% |
| 3M | +26.5% | -10.3% | +36.7% | +32.5% |
| 6M | +52.6% | -8.6% | +61.2% | +57.7% |
| YTD | +40.9% | -11.9% | +52.8% | +47.2% |
| 1Y | +57.6% | -13.9% | +71.6% | +66.2% |
| 3Y | +83.2% | +18.2% | +65.0% | +61.9% |
| 5Y | -54.8% | +47.7% | -102.6% | -63.6% |
| All | +550.6% | +127.2% | +423.5% | +326.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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