+135.3%
ELV vs ROKU
+867.7%
-732.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | -2.2% | -3.0% | +0.8% | -2.1% |
| 30D | -0.2% | +0.7% | -0.9% | -0.2% |
| 3M | -6.1% | +26.5% | -32.6% | -7.1% |
| 6M | +42.8% | +52.6% | -9.8% | +40.0% |
| YTD | +14.4% | +40.9% | -26.6% | +12.4% |
| 1Y | +28.6% | +57.6% | -29.0% | +25.7% |
| 3Y | -7.4% | +83.2% | -90.6% | -11.6% |
| 5Y | +14.5% | -54.8% | +69.3% | +14.4% |
| All | +135.3% | +867.7% | -732.4% | +104.8% |
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