+67.6%
ROKU vs VRSK
-28.0%
+95.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.5% | +1.0% |
| 7D | +1.2% | +0.7% | +0.5% | +1.1% |
| 30D | -0.1% | +3.0% | -3.1% | -0.5% |
| 3M | +9.6% | +2.0% | +7.6% | +9.1% |
| 6M | +71.8% | -6.8% | +78.6% | +73.6% |
| YTD | +45.1% | -15.9% | +61.1% | +46.7% |
| All | +67.6% | -28.0% | +95.7% | +65.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling