+550.6%
ROKU vs VO
+154.6%
+396.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -0.3% |
| 7D | -3.0% | -0.6% | -2.5% | -2.2% |
| 30D | +0.7% | -1.9% | +2.6% | +3.7% |
| 3M | +26.5% | +3.3% | +23.2% | +20.2% |
| 6M | +52.6% | +9.7% | +42.9% | +32.5% |
| YTD | +40.9% | +12.6% | +28.3% | +17.9% |
| 1Y | +57.6% | +13.6% | +44.0% | +30.1% |
| 3Y | +83.2% | +56.8% | +26.4% | -2.1% |
| 5Y | -54.8% | +42.3% | -97.1% | -69.7% |
| All | +550.6% | +154.6% | +396.0% | +223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling