+559.3%
ROKU vs EIX
+6.6%
+552.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | -0.4% | -1.4% | +0.9% | -0.2% |
| 30D | +2.1% | -19.3% | +21.4% | +5.5% |
| 3M | +29.5% | -21.7% | +51.2% | +34.5% |
| 6M | +53.8% | -19.8% | +73.6% | +58.7% |
| YTD | +42.8% | -3.0% | +45.8% | +41.0% |
| 1Y | +60.7% | +5.1% | +55.6% | +55.6% |
| 3Y | +83.9% | -7.0% | +90.9% | +79.6% |
| 5Y | -52.8% | +22.0% | -74.8% | -56.6% |
| All | +559.3% | +6.6% | +552.6% | +556.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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