+555.8%
ROKU vs EFX
+71.7%
+484.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.6% | -11.1% | +8.5% | +4.4% |
| 30D | +2.1% | -7.4% | +9.5% | +6.3% |
| 3M | +31.8% | +1.5% | +30.3% | +27.9% |
| 6M | +53.3% | -13.7% | +67.0% | +63.3% |
| YTD | +42.1% | -21.9% | +63.9% | +59.5% |
| 1Y | +62.3% | -30.8% | +93.1% | +95.4% |
| 3Y | +84.6% | -12.4% | +97.0% | +82.8% |
| 5Y | -53.1% | -35.9% | -17.1% | -45.2% |
| All | +555.8% | +71.7% | +484.1% | +381.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling