+34.7%
EWZ vs ROKU
+53.9%
-19.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | -0.1% | -3.0% | +3.0% | +0.5% |
| 30D | +8.2% | +0.7% | +7.5% | +8.1% |
| 3M | +13.3% | +26.5% | -13.2% | +8.4% |
| 6M | +3.6% | +52.6% | -49.0% | -5.2% |
| YTD | +21.0% | +40.9% | -20.0% | +11.6% |
| 1Y | +34.7% | +57.6% | -23.0% | +22.8% |
| All | +34.7% | +53.9% | -19.2% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling