+193.6%
SCHD vs ROKU
+875.4%
-681.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -3.1% | -2.6% | -0.5% | -2.9% |
| 30D | -0.8% | +2.1% | -2.9% | -1.0% |
| 3M | +6.2% | +31.8% | -25.6% | +4.3% |
| 6M | +11.8% | +53.3% | -41.5% | +8.6% |
| YTD | +26.0% | +42.1% | -16.1% | +22.7% |
| 1Y | +28.1% | +62.3% | -34.2% | +23.6% |
| 3Y | +54.6% | +84.6% | -30.1% | +44.7% |
| 5Y | +60.3% | -53.1% | +113.4% | +55.1% |
| All | +193.6% | +875.4% | -681.8% | +150.6% |
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