-29.2%
ETHA vs ROKU
+148.6%
-177.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | 0.0% |
| 7D | +2.9% | -3.0% | +6.0% | +4.4% |
| 30D | +31.4% | +0.7% | +30.7% | +30.9% |
| 3M | +48.9% | +26.5% | +22.4% | +31.2% |
| 6M | +20.9% | +52.6% | -31.8% | -3.4% |
| YTD | -17.2% | +40.9% | -58.1% | -31.6% |
| 1Y | -42.8% | +57.6% | -100.4% | -55.4% |
| All | -29.2% | +148.6% | -177.8% | -57.0% |
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