+83.9%
ROKU vs VRSK
-26.5%
+110.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.4% | -5.2% | +4.7% | +0.7% |
| 30D | +2.1% | -2.3% | +4.4% | +2.4% |
| 3M | +29.5% | -2.9% | +32.4% | +29.7% |
| 6M | +53.8% | -12.8% | +66.6% | +58.3% |
| YTD | +42.8% | -20.8% | +63.6% | +51.0% |
| 1Y | +60.7% | -33.2% | +94.0% | +80.2% |
| 3Y | +83.9% | -26.6% | +110.5% | +49.4% |
| All | +83.9% | -26.5% | +110.3% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling