+69.7%
EQT vs ROKU
+875.4%
-805.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -1.2% | -2.6% | +1.5% | -1.0% |
| 30D | +1.1% | +2.1% | -1.0% | +0.9% |
| 3M | +4.8% | +31.8% | -27.0% | +2.2% |
| 6M | -10.6% | +53.3% | -63.9% | -14.1% |
| YTD | +3.4% | +42.1% | -38.6% | -0.1% |
| 1Y | +8.7% | +62.3% | -53.7% | +3.6% |
| 3Y | +35.0% | +84.6% | -49.7% | +24.1% |
| 5Y | +204.2% | -53.1% | +257.3% | +192.1% |
| All | +69.7% | +875.4% | -805.8% | +37.3% |
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