+83.9%
ROKU vs EFX
-12.2%
+96.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.2% |
| 7D | -0.4% | -4.5% | +4.1% | +1.9% |
| 30D | +2.1% | -6.1% | +8.1% | +4.9% |
| 3M | +29.5% | +6.2% | +23.3% | +23.1% |
| 6M | +53.8% | -11.2% | +65.0% | +60.5% |
| YTD | +42.8% | -21.4% | +64.2% | +59.0% |
| 1Y | +60.7% | -34.3% | +95.0% | +99.1% |
| 3Y | +83.9% | -12.5% | +96.4% | +22.2% |
| All | +83.9% | -12.2% | +96.1% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 3y: compounded portfolio wealth divided by compounded EFX 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…
3y analysis · Full analysis span regression · 6 months rolling