+117.6%
EXPE vs ROKU
+884.7%
-767.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.4% |
| 7D | -9.5% | -1.3% | -8.2% | -9.3% |
| 30D | -6.6% | +5.9% | -12.5% | -7.6% |
| 3M | +31.4% | +23.9% | +7.5% | +26.1% |
| 6M | +35.2% | +59.6% | -24.4% | +23.9% |
| YTD | +5.8% | +43.4% | -37.6% | -1.4% |
| 1Y | +38.7% | +60.2% | -21.5% | +26.4% |
| 3Y | +175.8% | +90.4% | +85.4% | +134.8% |
| 5Y | +111.8% | -54.5% | +166.4% | +99.5% |
| All | +117.6% | +884.7% | -767.2% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling