+15.0%
EEM vs ROKU
+53.8%
-38.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.7% | +0.6% |
| 7D | -3.0% | +4.8% | -7.8% | -3.9% |
| 30D | -10.3% | +6.1% | -16.4% | -11.4% |
| 3M | -6.6% | +10.5% | -17.1% | -8.5% |
| 6M | -3.4% | +29.2% | -32.5% | -8.6% |
| YTD | +13.2% | +50.0% | -36.8% | +1.3% |
| 1Y | +15.0% | +53.4% | -38.4% | +2.9% |
| All | +15.0% | +53.8% | -38.8% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling