+108.2%
EOG vs ROKU
+867.7%
-759.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.2% |
| 7D | -1.3% | -3.0% | +1.7% | -1.1% |
| 30D | +3.4% | +0.7% | +2.7% | +3.3% |
| 3M | +7.8% | +26.5% | -18.6% | +6.1% |
| 6M | +13.4% | +52.6% | -39.3% | +9.9% |
| YTD | +43.5% | +40.9% | +2.6% | +39.6% |
| 1Y | +29.7% | +57.6% | -28.0% | +25.0% |
| 3Y | +23.2% | +83.2% | -60.0% | +14.9% |
| 5Y | +176.4% | -54.8% | +231.2% | +172.3% |
| All | +108.2% | +867.7% | -759.5% | +68.9% |
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 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