+89.4%
EEM vs ROKU
+867.7%
-778.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | +2.0% | -3.0% | +5.0% | +2.3% |
| 30D | +5.1% | +0.7% | +4.4% | +5.0% |
| 3M | +4.6% | +26.5% | -21.9% | +2.0% |
| 6M | +17.8% | +52.6% | -34.9% | +12.7% |
| YTD | +25.8% | +40.9% | -15.1% | +21.1% |
| 1Y | +36.4% | +57.6% | -21.2% | +29.8% |
| 3Y | +90.0% | +83.2% | +6.8% | +72.9% |
| 5Y | +46.6% | -54.8% | +101.4% | +41.8% |
| All | +89.4% | +867.7% | -778.3% | +60.5% |
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 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