+559.3%
ROKU vs VO
+154.3%
+405.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.7% |
| 7D | -0.4% | -1.5% | +1.1% | +1.9% |
| 30D | +2.1% | -3.0% | +5.1% | +7.0% |
| 3M | +29.5% | +2.8% | +26.7% | +23.8% |
| 6M | +53.8% | +10.9% | +42.9% | +31.2% |
| YTD | +42.8% | +12.5% | +30.3% | +19.7% |
| 1Y | +60.7% | +12.0% | +48.8% | +35.7% |
| 3Y | +83.9% | +56.3% | +27.6% | -1.2% |
| 5Y | -52.8% | +42.9% | -95.8% | -68.5% |
| All | +559.3% | +154.3% | +405.0% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling