+85.9%
EEM vs ROKU
+83.2%
+2.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | -1.3% | -0.4% | -0.8% | -1.2% |
| 30D | +2.1% | +2.1% | 0.0% | +1.8% |
| 3M | +1.0% | +29.5% | -28.5% | -2.5% |
| 6M | +15.9% | +53.8% | -37.9% | +9.3% |
| YTD | +24.6% | +42.8% | -18.2% | +18.3% |
| 1Y | +32.3% | +60.7% | -28.5% | +23.7% |
| 3Y | +85.9% | +83.9% | +2.0% | +65.5% |
| All | +85.9% | +83.2% | +2.7% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling