-63.3%
ROKU vs VSXY
+37.5%
-100.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.3% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +2.1% | -18.7% | +20.7% | +7.2% |
| 3M | +29.5% | -4.0% | +33.5% | +29.2% |
| 6M | +53.8% | +67.5% | -13.7% | +25.1% |
| YTD | +42.8% | +39.7% | +3.2% | +20.7% |
| 1Y | +60.7% | +180.0% | -119.2% | +6.9% |
| 3Y | +83.9% | +337.3% | -253.4% | -7.6% |
| 5Y | -52.8% | +22.7% | -75.5% | -65.5% |
| All | -63.3% | +37.5% | -100.8% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling