+194.7%
SCHD vs ROKU
+880.6%
-685.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -2.0% | -0.4% | -1.5% | -1.9% |
| 30D | -0.4% | +2.1% | -2.5% | -0.5% |
| 3M | +5.7% | +29.5% | -23.8% | +3.9% |
| 6M | +11.9% | +53.8% | -41.9% | +8.6% |
| YTD | +26.4% | +42.8% | -16.4% | +23.1% |
| 1Y | +27.6% | +60.7% | -33.1% | +23.2% |
| 3Y | +54.9% | +83.9% | -28.9% | +45.0% |
| 5Y | +60.9% | -52.8% | +113.7% | +55.7% |
| All | +194.7% | +880.6% | -685.8% | +151.4% |
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