+50.4%
EWZ vs ROKU
+86.5%
-36.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.0% |
| 7D | +5.6% | -0.1% | +5.7% | +5.6% |
| 30D | +9.3% | +1.5% | +7.8% | +9.1% |
| 3M | +15.7% | +25.7% | -10.0% | +12.3% |
| 6M | +7.4% | +54.5% | -47.0% | +1.6% |
| YTD | +22.7% | +43.2% | -20.5% | +16.7% |
| 1Y | +36.4% | +56.3% | -19.9% | +28.3% |
| 3Y | +50.4% | +86.1% | -35.7% | +35.5% |
| All | +50.4% | +86.5% | -36.1% | +35.5% |
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 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