+40.9%
VALE vs ROKU
-52.4%
+93.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | -0.3% | -0.4% | +0.2% | -0.2% |
| 30D | +8.6% | +2.1% | +6.6% | +8.4% |
| 3M | +2.0% | +29.5% | -27.5% | -0.7% |
| 6M | +2.1% | +53.8% | -51.7% | -2.2% |
| YTD | +20.2% | +42.8% | -22.6% | +15.7% |
| 1Y | +55.2% | +60.7% | -5.6% | +47.5% |
| 3Y | +45.9% | +83.9% | -38.0% | +32.6% |
| All | +40.9% | -52.4% | +93.4% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling