+194.4%
SLV vs ROKU
+915.9%
-721.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +5.1% | +3.5% | +1.6% | +4.9% |
| 30D | -12.9% | +5.1% | -18.0% | -13.2% |
| 3M | -16.1% | +7.0% | -23.0% | -16.5% |
| 6M | -33.2% | +25.4% | -58.6% | -34.2% |
| YTD | -27.2% | +48.0% | -75.2% | -29.1% |
| 1Y | +7.6% | +53.1% | -45.5% | +4.7% |
| 3Y | +122.3% | +92.7% | +29.6% | +111.0% |
| 5Y | +109.7% | -42.4% | +152.1% | +103.0% |
| All | +194.4% | +915.9% | -721.5% | +169.8% |
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 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