+149.4%
EWT vs ROKU
-52.4%
+201.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | -1.1% | -0.4% | -0.7% | -1.1% |
| 30D | +4.5% | +2.1% | +2.4% | +4.1% |
| 3M | +8.3% | +29.5% | -21.2% | +4.2% |
| 6M | +54.2% | +53.8% | +0.4% | +45.1% |
| YTD | +74.6% | +42.8% | +31.8% | +65.4% |
| 1Y | +84.9% | +60.7% | +24.2% | +72.3% |
| 3Y | +197.5% | +83.9% | +113.6% | +162.2% |
| All | +149.4% | -52.4% | +201.9% | +130.6% |
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