+90.2%
ROL vs ROKU
+875.4%
-785.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -3.2% | -2.6% | -0.6% | -3.1% |
| 30D | -6.6% | +2.1% | -8.7% | -6.7% |
| 3M | -27.3% | +31.8% | -59.1% | -28.5% |
| 6M | -38.1% | +53.3% | -91.4% | -39.8% |
| YTD | -41.8% | +42.1% | -83.8% | -43.2% |
| 1Y | -37.8% | +62.3% | -100.1% | -39.8% |
| 3Y | -0.3% | +84.6% | -85.0% | -6.5% |
| 5Y | -5.1% | -53.1% | +48.0% | -6.0% |
| All | +90.2% | +875.4% | -785.3% | +63.0% |
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