+154.8%
EXPE vs ROKU
+80.8%
+74.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -11.5% | -3.0% | -8.5% | -10.7% |
| 30D | -13.1% | +0.7% | -13.8% | -13.2% |
| 3M | +18.1% | +26.5% | -8.3% | +10.1% |
| 6M | +13.3% | +52.6% | -39.4% | -0.6% |
| YTD | -3.2% | +40.9% | -44.2% | -13.3% |
| 1Y | +26.1% | +57.6% | -31.5% | +8.8% |
| All | +154.8% | +80.8% | +74.0% | +103.7% |
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 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