+50.5%
RSP vs ROKU
-54.3%
+104.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -1.8% | -3.0% | +1.2% | -1.4% |
| 30D | -2.5% | +0.7% | -3.2% | -2.6% |
| 3M | +3.0% | +26.5% | -23.5% | -0.2% |
| 6M | +8.9% | +52.6% | -43.7% | +2.9% |
| YTD | +13.0% | +40.9% | -28.0% | +7.5% |
| 1Y | +16.2% | +57.6% | -41.4% | +8.9% |
| 3Y | +52.7% | +83.2% | -30.5% | +34.8% |
| 5Y | +50.5% | -54.8% | +105.3% | +38.1% |
| All | +50.5% | -54.3% | +104.8% | +38.1% |
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