+396.5%
EWT vs ROKU
+875.4%
-479.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | -1.1% | -2.6% | +1.5% | -0.8% |
| 30D | +4.8% | +2.1% | +2.7% | +4.6% |
| 3M | +11.1% | +31.8% | -20.7% | +7.9% |
| 6M | +54.6% | +53.3% | +1.4% | +48.0% |
| YTD | +71.4% | +42.1% | +29.4% | +65.0% |
| 1Y | +82.1% | +62.3% | +19.8% | +72.9% |
| 3Y | +193.2% | +84.6% | +108.6% | +167.6% |
| 5Y | +146.1% | -53.1% | +199.1% | +136.0% |
| All | +396.5% | +875.4% | -479.0% | +328.5% |
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