+550.6%
ROKU vs EAT
+623.8%
-73.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -0.7% |
| 7D | -3.0% | -6.8% | +3.7% | -1.2% |
| 30D | +0.7% | -5.4% | +6.1% | +1.8% |
| 3M | +26.5% | +42.8% | -16.3% | +13.8% |
| 6M | +52.6% | +56.5% | -3.9% | +32.5% |
| YTD | +40.9% | +50.0% | -9.1% | +23.1% |
| 1Y | +57.6% | +38.3% | +19.4% | +39.4% |
| 3Y | +83.2% | +591.6% | -508.5% | +1.6% |
| 5Y | -54.8% | +312.6% | -367.5% | -72.7% |
| All | +550.6% | +623.8% | -73.2% | +234.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling