+96.4%
VTR vs ROKU
+867.7%
-771.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.4% |
| 7D | -2.9% | -3.0% | +0.1% | -2.7% |
| 30D | -2.8% | +0.7% | -3.5% | -2.8% |
| 3M | +9.0% | +26.5% | -17.4% | +7.0% |
| 6M | +5.0% | +52.6% | -47.7% | +1.5% |
| YTD | +16.9% | +40.9% | -24.0% | +13.5% |
| 1Y | +34.3% | +57.6% | -23.3% | +29.0% |
| 3Y | +131.6% | +83.2% | +48.4% | +114.0% |
| 5Y | +88.0% | -54.8% | +142.8% | +83.1% |
| All | +96.4% | +867.7% | -771.3% | +61.9% |
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 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