-18.9%
EXE vs ROKU
+53.8%
-72.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -2.9% |
| 7D | -4.7% | +4.8% | -9.4% | -4.5% |
| 30D | +1.0% | +6.1% | -5.1% | +1.2% |
| 3M | -5.6% | +10.5% | -16.1% | -5.3% |
| 6M | -12.3% | +29.2% | -41.5% | -11.6% |
| YTD | -19.5% | +50.0% | -69.5% | -19.1% |
| 1Y | -18.9% | +53.4% | -72.3% | -17.7% |
| All | -18.9% | +53.8% | -72.7% | -17.7% |
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