+169.7%
EXE vs ROKU
-67.0%
+236.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -3.1% | -0.4% | -2.7% | -3.1% |
| 30D | -0.9% | +2.1% | -3.0% | -1.1% |
| 3M | +9.6% | +29.5% | -19.9% | +6.8% |
| 6M | -11.6% | +53.8% | -65.4% | -15.4% |
| YTD | -12.6% | +42.8% | -55.4% | -15.9% |
| 1Y | +1.2% | +60.7% | -59.6% | -4.0% |
| 3Y | +18.0% | +83.9% | -65.9% | +7.1% |
| 5Y | +101.1% | -52.8% | +153.9% | +94.2% |
| All | +169.7% | -67.0% | +236.7% | +161.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling