+234.5%
EWY vs ROKU
+867.7%
-633.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +0.6% |
| 7D | +6.7% | -3.0% | +9.7% | +7.0% |
| 30D | +17.0% | +0.7% | +16.3% | +16.9% |
| 3M | +3.7% | +26.5% | -22.8% | +0.8% |
| 6M | +42.5% | +52.6% | -10.2% | +36.0% |
| YTD | +96.2% | +40.9% | +55.3% | +88.5% |
| 1Y | +160.4% | +57.6% | +102.7% | +147.1% |
| 3Y | +231.7% | +83.2% | +148.5% | +201.0% |
| 5Y | +153.3% | -54.8% | +208.1% | +142.5% |
| All | +234.5% | +867.7% | -633.2% | +193.5% |
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