+275.8%
SLV vs ROKU
+884.7%
-609.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | -0.3% | -1.3% | +1.0% | -0.2% |
| 30D | +6.7% | +5.9% | +0.8% | +6.3% |
| 3M | -10.7% | +23.9% | -34.6% | -12.0% |
| 6M | -20.6% | +59.6% | -80.2% | -22.9% |
| YTD | -7.1% | +43.4% | -50.6% | -9.3% |
| 1Y | +62.0% | +60.2% | +1.8% | +57.3% |
| 3Y | +169.8% | +90.4% | +79.4% | +156.0% |
| 5Y | +161.5% | -54.5% | +216.0% | +155.4% |
| All | +275.8% | +884.7% | -609.0% | +245.1% |
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