+45.7%
EXC vs ROKU
-54.3%
+100.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | +0.3% | -3.0% | +3.4% | +0.4% |
| 30D | -0.9% | +0.7% | -1.6% | -0.9% |
| 3M | -2.7% | +26.5% | -29.1% | -3.1% |
| 6M | -9.4% | +52.6% | -62.0% | -10.0% |
| YTD | +3.0% | +40.9% | -37.9% | +2.4% |
| 1Y | +5.1% | +57.6% | -52.5% | +4.2% |
| 3Y | +20.6% | +83.2% | -62.6% | +18.0% |
| 5Y | +45.7% | -54.8% | +100.5% | +42.6% |
| All | +45.7% | -54.3% | +100.0% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling