+103.0%
EFA vs ROKU
+875.4%
-772.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -2.4% | -2.6% | +0.3% | -2.2% |
| 30D | -2.2% | +2.1% | -4.4% | -2.4% |
| 3M | +5.7% | +31.8% | -26.1% | +3.3% |
| 6M | +8.2% | +53.3% | -45.1% | +4.4% |
| YTD | +11.8% | +42.1% | -30.3% | +8.3% |
| 1Y | +18.3% | +62.3% | -44.0% | +13.4% |
| 3Y | +64.9% | +84.6% | -19.7% | +52.7% |
| 5Y | +52.4% | -53.1% | +105.4% | +46.8% |
| All | +103.0% | +875.4% | -772.5% | +75.1% |
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