-4.2%
ROL vs ROKU
-54.3%
+50.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -3.3% | -3.0% | -0.2% | -3.1% |
| 30D | -7.2% | +0.7% | -7.9% | -7.3% |
| 3M | -27.0% | +26.5% | -53.4% | -27.9% |
| 6M | -39.5% | +52.6% | -92.1% | -40.9% |
| YTD | -41.8% | +40.9% | -82.7% | -42.9% |
| 1Y | -38.9% | +57.6% | -96.5% | -40.5% |
| 3Y | -0.4% | +83.2% | -83.6% | -5.6% |
| 5Y | -4.2% | -54.8% | +50.6% | -2.6% |
| All | -4.2% | -54.3% | +50.1% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling