+108.8%
ROL vs ROKU
+915.9%
-807.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +9.5% | +3.5% | +6.0% | +9.3% |
| 30D | +22.9% | +5.1% | +17.8% | +22.6% |
| 3M | +3.5% | +7.0% | -3.4% | +3.1% |
| 6M | -29.4% | +25.4% | -54.8% | -30.4% |
| YTD | -36.1% | +48.0% | -84.0% | -37.7% |
| 1Y | -34.4% | +53.1% | -87.5% | -36.2% |
| 3Y | +4.0% | +92.7% | -88.7% | -2.3% |
| 5Y | +13.2% | -42.4% | +55.6% | +10.7% |
| All | +108.8% | +915.9% | -807.1% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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