+147.7%
EW vs ROKU
+884.7%
-737.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.3% |
| 7D | -0.3% | -1.3% | +1.0% | -0.2% |
| 30D | +1.0% | +5.9% | -4.8% | +0.3% |
| 3M | +2.8% | +23.9% | -21.1% | -0.1% |
| 6M | +5.5% | +59.6% | -54.1% | -0.8% |
| YTD | +5.5% | +43.4% | -38.0% | +0.2% |
| 1Y | +11.0% | +60.2% | -49.1% | +3.9% |
| 3Y | +17.7% | +90.4% | -72.7% | +3.4% |
| 5Y | -25.7% | -54.5% | +28.8% | -29.1% |
| All | +147.7% | +884.7% | -737.0% | +85.5% |
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 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