+149.3%
ELV vs ROKU
+880.6%
-731.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +3.2% | -0.4% | +3.6% | +3.2% |
| 30D | +5.4% | +2.1% | +3.3% | +5.3% |
| 3M | +5.4% | +29.5% | -24.1% | +4.1% |
| 6M | +45.7% | +53.8% | -8.1% | +42.8% |
| YTD | +21.2% | +42.8% | -21.6% | +19.1% |
| 1Y | +35.6% | +60.7% | -25.1% | +32.5% |
| 3Y | -2.0% | +83.9% | -85.9% | -6.5% |
| 5Y | +26.0% | -52.8% | +78.8% | +25.6% |
| All | +149.3% | +880.6% | -731.3% | +116.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling