+3.7%
VALE vs ROKU
+53.8%
-50.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.9% |
| 7D | -0.3% | +4.8% | -5.1% | -1.1% |
| 30D | -19.2% | +6.1% | -25.3% | -20.0% |
| 3M | -20.7% | +10.5% | -31.2% | -22.1% |
| 6M | -25.8% | +29.2% | -54.9% | -29.3% |
| YTD | -9.8% | +50.0% | -59.8% | -19.0% |
| 1Y | +3.7% | +53.4% | -49.7% | -3.9% |
| All | +3.7% | +53.8% | -50.1% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling