+199.0%
EMR vs ROKU
+880.6%
-681.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.5% |
| 7D | -0.4% | -0.4% | 0.0% | -0.4% |
| 30D | -6.8% | +2.1% | -8.8% | -6.9% |
| 3M | +7.5% | +29.5% | -22.0% | +4.9% |
| 6M | +9.9% | +53.8% | -43.9% | +5.5% |
| YTD | +16.0% | +42.8% | -26.8% | +12.0% |
| 1Y | +12.4% | +60.7% | -48.3% | +7.4% |
| 3Y | +60.2% | +83.9% | -23.6% | +48.1% |
| 5Y | +67.9% | -52.8% | +120.7% | +60.5% |
| All | +199.0% | +880.6% | -681.6% | +152.4% |
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