+35.1%
ELV vs ROKU
+57.7%
-22.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.6% |
| 7D | +3.3% | -1.3% | +4.6% | +3.4% |
| 30D | +4.2% | +5.9% | -1.7% | +3.8% |
| 3M | -0.1% | +23.9% | -24.0% | -1.5% |
| 6M | +41.3% | +59.6% | -18.3% | +35.7% |
| YTD | +17.4% | +43.4% | -26.0% | +13.4% |
| 1Y | +35.1% | +60.2% | -25.1% | +29.2% |
| All | +35.1% | +57.7% | -22.7% | +29.2% |
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