+561.0%
ROKU vs ECL
+136.9%
+424.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | +0.1% |
| 7D | -0.1% | -0.8% | +0.6% | +0.3% |
| 30D | +1.5% | -2.5% | +3.9% | +2.9% |
| 3M | +25.7% | +8.3% | +17.4% | +19.1% |
| 6M | +54.5% | -1.1% | +55.5% | +54.4% |
| YTD | +43.2% | +6.5% | +36.7% | +36.2% |
| 1Y | +56.3% | +2.1% | +54.2% | +51.9% |
| 3Y | +86.1% | +57.6% | +28.5% | +36.2% |
| 5Y | -53.6% | +28.1% | -81.6% | -63.2% |
| All | +561.0% | +136.9% | +424.2% | +282.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ECL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling