+163.2%
RSP vs ROKU
+880.6%
-717.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -1.9% | -0.4% | -1.5% | -1.8% |
| 30D | -2.8% | +2.1% | -4.9% | -3.0% |
| 3M | +2.8% | +29.5% | -26.7% | +0.2% |
| 6M | +10.2% | +53.8% | -43.6% | +5.5% |
| YTD | +13.1% | +42.8% | -29.7% | +8.8% |
| 1Y | +14.8% | +60.7% | -46.0% | +9.0% |
| 3Y | +52.6% | +83.9% | -31.3% | +39.1% |
| 5Y | +51.6% | -52.8% | +104.4% | +45.1% |
| All | +163.2% | +880.6% | -717.4% | +113.8% |
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