+165.6%
RSP vs ROKU
+915.9%
-750.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.0% | +3.5% | -4.5% | -1.4% |
| 30D | +2.6% | +5.1% | -2.5% | +2.1% |
| 3M | -0.8% | +7.0% | -7.7% | -1.4% |
| 6M | +6.3% | +25.4% | -19.2% | +3.8% |
| YTD | +14.1% | +48.0% | -33.8% | +9.5% |
| 1Y | +18.0% | +53.1% | -35.1% | +12.7% |
| 3Y | +61.0% | +92.7% | -31.7% | +46.7% |
| 5Y | +45.6% | -42.4% | +88.0% | +37.5% |
| All | +165.6% | +915.9% | -750.3% | +115.0% |
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 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