-29.4%
EW vs ROKU
-54.3%
+24.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.4% |
| 7D | -5.1% | -3.0% | -2.1% | -4.7% |
| 30D | -6.4% | +0.7% | -7.1% | -6.5% |
| 3M | -1.6% | +26.5% | -28.0% | -5.3% |
| 6M | +2.3% | +52.6% | -50.4% | -4.6% |
| YTD | +1.1% | +40.9% | -39.8% | -4.9% |
| 1Y | +8.0% | +57.6% | -49.7% | -0.5% |
| 3Y | +16.3% | +83.2% | -66.8% | -1.0% |
| 5Y | -29.4% | -54.8% | +25.4% | -34.4% |
| All | -29.4% | -54.3% | +24.9% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling