+29.4%
EXPE vs ROKU
+58.7%
-29.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -8.7% | -2.6% | -6.0% | -8.1% |
| 30D | -13.6% | +2.1% | -15.8% | -14.0% |
| 3M | +26.6% | +31.8% | -5.1% | +18.3% |
| 6M | +19.9% | +53.3% | -33.3% | +6.4% |
| YTD | -1.7% | +42.1% | -43.8% | -11.4% |
| 1Y | +29.4% | +62.3% | -32.9% | +11.4% |
| All | +29.4% | +58.7% | -29.2% | +11.4% |
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