-52.3%
ROKU vs EAT
+317.4%
-369.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -2.6% | -6.2% | +3.6% | -0.2% |
| 30D | +2.1% | -3.0% | +5.1% | +2.7% |
| 3M | +31.8% | +45.6% | -13.8% | +11.4% |
| 6M | +53.3% | +53.5% | -0.3% | +24.6% |
| YTD | +42.1% | +49.6% | -7.5% | +15.5% |
| 1Y | +62.3% | +38.9% | +23.4% | +34.2% |
| 3Y | +84.6% | +589.7% | -505.0% | -35.9% |
| All | -52.3% | +317.4% | -369.6% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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