+88.3%
EXPE vs ROKU
-54.3%
+142.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -11.5% | -3.0% | -8.5% | -10.8% |
| 30D | -13.1% | +0.7% | -13.8% | -13.2% |
| 3M | +18.1% | +26.5% | -8.3% | +11.0% |
| 6M | +13.3% | +52.6% | -39.4% | +1.1% |
| YTD | -3.2% | +40.9% | -44.2% | -12.1% |
| 1Y | +26.1% | +57.6% | -31.5% | +10.9% |
| 3Y | +151.7% | +83.2% | +68.5% | +100.3% |
| 5Y | +88.3% | -54.8% | +143.2% | +56.2% |
| All | +88.3% | -54.3% | +142.6% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling