+561.0%
ROKU vs EIX
+13.0%
+548.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | -1.1% |
| 7D | -0.1% | +0.9% | -1.0% | -0.4% |
| 30D | +1.5% | -13.5% | +15.0% | +3.4% |
| 3M | +25.7% | -15.3% | +41.0% | +28.5% |
| 6M | +54.5% | -15.3% | +69.8% | +57.7% |
| YTD | +43.2% | +2.7% | +40.5% | +39.8% |
| 1Y | +56.3% | +17.4% | +38.8% | +47.7% |
| 3Y | +86.1% | -1.3% | +87.4% | +79.7% |
| 5Y | -53.6% | +27.2% | -80.8% | -57.7% |
| All | +561.0% | +13.0% | +548.0% | +550.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling