+426.8%
ENTG vs ROKU
+867.7%
-440.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +2.9% | +1.7% |
| 7D | +8.9% | -3.0% | +12.0% | +9.6% |
| 30D | -0.8% | +0.7% | -1.5% | -1.0% |
| 3M | +6.6% | +26.5% | -19.9% | +0.9% |
| 6M | +22.1% | +52.6% | -30.6% | +11.0% |
| YTD | +70.2% | +40.9% | +29.2% | +56.7% |
| 1Y | +76.7% | +57.6% | +19.1% | +58.9% |
| 3Y | +50.5% | +83.2% | -32.7% | +24.7% |
| 5Y | +21.8% | -54.8% | +76.6% | +14.6% |
| All | +426.8% | +867.7% | -440.9% | +308.7% |
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