+168.2%
RSP vs ROKU
+884.7%
-716.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | -0.8% | -1.3% | +0.6% | -0.6% |
| 30D | -0.3% | +5.9% | -6.2% | -0.9% |
| 3M | +4.3% | +23.9% | -19.6% | +2.0% |
| 6M | +8.8% | +59.6% | -50.7% | +3.8% |
| YTD | +15.3% | +43.4% | -28.2% | +10.9% |
| 1Y | +18.3% | +60.2% | -41.9% | +12.4% |
| 3Y | +52.8% | +90.4% | -37.6% | +38.8% |
| 5Y | +51.7% | -54.5% | +106.3% | +45.6% |
| All | +168.2% | +884.7% | -716.5% | +117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling