+38.7%
EXPE vs ROKU
+57.7%
-19.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.3% |
| 7D | -9.5% | -1.3% | -8.2% | -9.2% |
| 30D | -6.6% | +5.9% | -12.5% | -7.8% |
| 3M | +31.4% | +23.9% | +7.5% | +24.9% |
| 6M | +35.2% | +59.6% | -24.4% | +18.7% |
| YTD | +5.8% | +43.4% | -37.6% | -4.8% |
| 1Y | +38.7% | +60.2% | -21.5% | +21.4% |
| All | +38.7% | +57.7% | -19.1% | +21.4% |
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