-52.0%
ROKU vs EFX
-36.2%
-15.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.1% |
| 7D | -0.4% | -4.5% | +4.1% | +2.9% |
| 30D | +2.1% | -6.1% | +8.1% | +5.9% |
| 3M | +29.5% | +6.2% | +23.3% | +20.6% |
| 6M | +53.8% | -11.2% | +65.0% | +62.1% |
| YTD | +42.8% | -21.4% | +64.2% | +63.2% |
| 1Y | +60.7% | -34.3% | +95.0% | +110.9% |
| 3Y | +83.9% | -12.5% | +96.4% | +66.2% |
| All | -52.0% | -36.2% | -15.8% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling