+60.7%
ROKU vs ED
+13.4%
+47.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.4% |
| 7D | -0.4% | -0.8% | +0.3% | -0.7% |
| 30D | +2.1% | -0.4% | +2.5% | +2.0% |
| 3M | +29.5% | +0.5% | +29.0% | +30.3% |
| 6M | +53.8% | -3.1% | +56.9% | +52.1% |
| YTD | +42.8% | +9.8% | +33.0% | +52.6% |
| 1Y | +60.7% | +12.6% | +48.2% | +76.8% |
| All | +60.7% | +13.4% | +47.3% | +76.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling