+298.6%
VUG vs ROKU
+915.9%
-617.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -3.4% | +3.5% | -6.9% | -3.9% |
| 30D | -11.1% | +5.1% | -16.2% | -11.7% |
| 3M | -7.2% | +7.0% | -14.2% | -8.2% |
| 6M | -4.1% | +25.4% | -29.6% | -7.6% |
| YTD | +1.4% | +48.0% | -46.6% | -5.0% |
| 1Y | +1.9% | +53.1% | -51.2% | -5.1% |
| 3Y | +77.7% | +92.7% | -15.0% | +54.5% |
| 5Y | +57.6% | -42.4% | +100.0% | +46.4% |
| All | +298.6% | +915.9% | -617.3% | +204.2% |
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 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