-52.3%
ROKU vs VO
+41.0%
-93.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +2.7% |
| 7D | -2.6% | -2.5% | -0.2% | +2.5% |
| 30D | +2.1% | -3.2% | +5.4% | +9.2% |
| 3M | +31.8% | +3.9% | +27.9% | +21.2% |
| 6M | +53.3% | +9.6% | +43.6% | +26.2% |
| YTD | +42.1% | +11.6% | +30.5% | +13.0% |
| 1Y | +62.3% | +12.6% | +49.7% | +26.4% |
| 3Y | +84.6% | +55.4% | +29.3% | -25.4% |
| All | -52.3% | +41.0% | -93.3% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling