+20.6%
EXE vs ROKU
+82.2%
-61.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -2.2% | -2.6% | +0.4% | -2.0% |
| 30D | -0.8% | +2.1% | -2.9% | -1.0% |
| 3M | +10.0% | +31.8% | -21.8% | +7.1% |
| 6M | -6.3% | +53.3% | -59.6% | -10.3% |
| YTD | -10.7% | +42.1% | -52.7% | -14.0% |
| 1Y | +2.7% | +62.3% | -59.7% | -2.7% |
| All | +20.6% | +82.2% | -61.6% | +12.3% |
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 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