+82.9%
ROKU vs EIX
-5.9%
+88.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -2.6% | +0.8% | -3.4% | -2.7% |
| 30D | +2.1% | -18.8% | +20.9% | +4.2% |
| 3M | +31.8% | -19.7% | +51.5% | +34.4% |
| 6M | +53.3% | -18.2% | +71.5% | +55.8% |
| YTD | +42.1% | -1.7% | +43.8% | +40.1% |
| 1Y | +62.3% | +7.8% | +54.6% | +57.4% |
| All | +82.9% | -5.9% | +88.8% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling