-52.0%
ROKU vs EIX
+20.9%
-72.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.7% |
| 3M | +29.5% | -21.7% | +51.2% | +34.8% |
| 6M | +53.8% | -19.8% | +73.6% | +58.8% |
| YTD | +42.8% | -3.0% | +45.8% | +39.7% |
| 1Y | +60.7% | +5.1% | +55.6% | +53.4% |
| 3Y | +83.9% | -7.0% | +90.9% | +75.2% |
| All | -52.0% | +20.9% | -72.9% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling