+97.7%
VTR vs ROKU
+880.6%
-782.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -0.3% | -0.4% | +0.1% | -0.3% |
| 30D | +1.1% | +2.1% | -1.0% | +1.0% |
| 3M | +7.9% | +29.5% | -21.6% | +5.8% |
| 6M | +6.2% | +53.8% | -47.6% | +2.6% |
| YTD | +17.7% | +42.8% | -25.1% | +14.2% |
| 1Y | +32.9% | +60.7% | -27.8% | +27.5% |
| 3Y | +129.7% | +83.9% | +45.8% | +112.2% |
| 5Y | +89.3% | -52.8% | +142.1% | +83.9% |
| All | +97.7% | +880.6% | -782.8% | +62.8% |
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