+19.3%
ETN vs ROKU
+57.7%
-38.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.7% |
| 7D | +2.0% | -1.3% | +3.3% | +2.2% |
| 30D | -7.9% | +5.9% | -13.8% | -8.6% |
| 3M | -1.6% | +23.9% | -25.5% | -4.7% |
| 6M | +16.9% | +59.6% | -42.7% | +8.0% |
| YTD | +30.1% | +43.4% | -13.3% | +21.6% |
| 1Y | +19.3% | +60.2% | -40.9% | +10.8% |
| All | +19.3% | +57.7% | -38.4% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling