+222.9%
EWY vs ROKU
+83.2%
+139.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.2% |
| 7D | -0.1% | -0.4% | +0.3% | 0.0% |
| 30D | +7.3% | +2.1% | +5.2% | +6.9% |
| 3M | -5.1% | +29.5% | -34.6% | -10.1% |
| 6M | +42.1% | +53.8% | -11.7% | +30.6% |
| YTD | +94.1% | +42.8% | +51.3% | +80.1% |
| 1Y | +147.8% | +60.7% | +87.1% | +125.4% |
| 3Y | +222.9% | +83.9% | +139.0% | +168.4% |
| All | +222.9% | +83.2% | +139.7% | +168.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling