+627.7%
GEV vs ROKU
+134.5%
+493.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.6% |
| 7D | +3.2% | -3.0% | +6.2% | +4.1% |
| 30D | -4.0% | +0.7% | -4.7% | -4.2% |
| 3M | +3.4% | +26.5% | -23.0% | -4.0% |
| 6M | +14.7% | +52.6% | -37.9% | +0.4% |
| YTD | +45.8% | +40.9% | +4.8% | +29.9% |
| 1Y | +57.4% | +57.6% | -0.3% | +34.8% |
| All | +627.7% | +134.5% | +493.1% | +453.0% |
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