+15.1%
EW vs ROKU
+80.8%
-65.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.5% |
| 7D | -5.1% | -3.0% | -2.1% | -4.8% |
| 30D | -6.4% | +0.7% | -7.1% | -6.4% |
| 3M | -1.6% | +26.5% | -28.0% | -4.0% |
| 6M | +2.3% | +52.6% | -50.4% | -2.3% |
| YTD | +1.1% | +40.9% | -39.8% | -2.9% |
| 1Y | +8.0% | +57.6% | -49.7% | +2.4% |
| All | +15.1% | +80.8% | -65.7% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling