+559.3%
ROKU vs ED
+82.5%
+476.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -0.4% | -0.8% | +0.3% | -0.5% |
| 30D | +2.1% | -0.4% | +2.5% | +2.0% |
| 3M | +29.5% | +0.5% | +29.0% | +29.6% |
| 6M | +53.8% | -3.1% | +56.9% | +53.6% |
| YTD | +42.8% | +9.8% | +33.0% | +43.8% |
| 1Y | +60.7% | +12.6% | +48.2% | +62.2% |
| 3Y | +83.9% | +31.4% | +52.5% | +83.3% |
| 5Y | -52.8% | +69.4% | -122.2% | -53.1% |
| All | +559.3% | +82.5% | +476.7% | +681.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling