-52.0%
ROKU vs EL
-69.0%
+17.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.2% |
| 7D | -0.4% | -6.5% | +6.1% | +3.0% |
| 30D | +2.1% | +11.1% | -9.1% | -4.6% |
| 3M | +29.5% | +10.7% | +18.8% | +20.9% |
| 6M | +53.8% | +6.9% | +46.9% | +44.1% |
| YTD | +42.8% | -6.3% | +49.1% | +40.5% |
| 1Y | +60.7% | +13.5% | +47.3% | +39.1% |
| 3Y | +83.9% | -33.1% | +117.0% | +97.6% |
| All | -52.0% | -69.0% | +17.0% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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