+107.5%
EWJ vs ROKU
+875.4%
-767.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -1.5% | -2.6% | +1.2% | -1.3% |
| 30D | +0.2% | +2.1% | -2.0% | 0.0% |
| 3M | +8.6% | +31.8% | -23.2% | +6.3% |
| 6M | +12.1% | +53.3% | -41.1% | +8.4% |
| YTD | +20.1% | +42.1% | -22.0% | +16.6% |
| 1Y | +25.2% | +62.3% | -37.2% | +20.3% |
| 3Y | +70.8% | +84.6% | -13.9% | +59.0% |
| 5Y | +49.2% | -53.1% | +102.2% | +43.6% |
| All | +107.5% | +875.4% | -767.9% | +83.1% |
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