+79.6%
VWO vs ROKU
+880.6%
-801.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -1.8% | -0.4% | -1.3% | -1.7% |
| 30D | -0.1% | +2.1% | -2.2% | -0.3% |
| 3M | +2.2% | +29.5% | -27.3% | -0.3% |
| 6M | +8.8% | +53.8% | -45.0% | +4.3% |
| YTD | +12.4% | +42.8% | -30.4% | +8.3% |
| 1Y | +15.6% | +60.7% | -45.2% | +10.1% |
| 3Y | +62.5% | +83.9% | -21.4% | +48.5% |
| 5Y | +34.3% | -52.8% | +87.1% | +29.8% |
| All | +79.6% | +880.6% | -801.0% | +52.2% |
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