+124.0%
EXC vs ROKU
+884.7%
-760.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -1.0% |
| 7D | +0.3% | -1.3% | +1.6% | +0.3% |
| 30D | -3.7% | +5.9% | -9.6% | -3.9% |
| 3M | -1.3% | +23.9% | -25.2% | -2.1% |
| 6M | -9.7% | +59.6% | -69.3% | -11.3% |
| YTD | +2.9% | +43.4% | -40.5% | +1.3% |
| 1Y | +4.4% | +60.2% | -55.8% | +2.3% |
| 3Y | +22.2% | +90.4% | -68.2% | +17.1% |
| 5Y | +46.7% | -54.5% | +101.3% | +46.1% |
| All | +124.0% | +884.7% | -760.8% | +102.0% |
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