+60.2%
ROKU vs VSXY
+224.6%
-164.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.9% |
| 7D | -1.3% | -14.0% | +12.7% | -0.3% |
| 30D | +5.9% | -15.9% | +21.8% | +7.1% |
| 3M | +23.9% | +3.4% | +20.5% | +23.0% |
| 6M | +59.6% | +25.9% | +33.7% | +53.6% |
| YTD | +43.4% | +39.5% | +3.9% | +33.4% |
| 1Y | +60.2% | +194.4% | -134.2% | +25.6% |
| All | +60.2% | +224.6% | -164.4% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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