+52.7%
EFA vs ROKU
-52.4%
+105.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.5% | -0.4% | -1.1% | -1.5% |
| 30D | -1.7% | +2.1% | -3.7% | -1.9% |
| 3M | +3.5% | +29.5% | -26.0% | +0.5% |
| 6M | +9.5% | +53.8% | -44.3% | +4.3% |
| YTD | +12.9% | +42.8% | -29.9% | +8.1% |
| 1Y | +18.2% | +60.7% | -42.5% | +11.7% |
| 3Y | +64.8% | +83.9% | -19.1% | +48.4% |
| All | +52.7% | -52.4% | +105.1% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling