+82.9%
ROKU vs VO
+54.6%
+28.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +2.6% |
| 7D | -2.6% | -2.5% | -0.2% | +2.2% |
| 30D | +2.1% | -3.2% | +5.4% | +8.7% |
| 3M | +31.8% | +3.9% | +27.9% | +21.7% |
| 6M | +53.3% | +9.6% | +43.6% | +27.6% |
| YTD | +42.1% | +11.6% | +30.5% | +14.6% |
| 1Y | +62.3% | +12.6% | +49.7% | +28.3% |
| All | +82.9% | +54.6% | +28.3% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling