+570.0%
ROKU vs VRSK
+141.1%
+428.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.5% | -1.8% |
| 7D | +1.2% | +0.7% | +0.5% | +0.6% |
| 30D | -0.1% | +3.0% | -3.1% | -2.3% |
| 3M | +9.6% | +2.0% | +7.6% | +6.7% |
| 6M | +71.8% | -6.8% | +78.6% | +74.4% |
| YTD | +45.1% | -15.9% | +61.1% | +56.0% |
| 1Y | +66.6% | -28.0% | +94.6% | +95.9% |
| 3Y | +102.4% | -23.3% | +125.6% | +118.4% |
| 5Y | -50.3% | -6.0% | -44.3% | -54.3% |
| All | +570.0% | +141.1% | +428.9% | +521.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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