+550.6%
ROKU vs EL
+2.1%
+548.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.1% |
| 7D | -3.0% | -2.4% | -0.7% | -1.9% |
| 30D | +0.7% | +13.7% | -13.0% | -7.0% |
| 3M | +26.5% | +14.5% | +12.0% | +16.0% |
| 6M | +52.6% | +7.4% | +45.2% | +42.5% |
| YTD | +40.9% | -4.7% | +45.6% | +37.4% |
| 1Y | +57.6% | +12.9% | +44.7% | +37.4% |
| 3Y | +83.2% | -32.2% | +115.4% | +94.0% |
| 5Y | -54.8% | -68.4% | +13.6% | -23.8% |
| All | +550.6% | +2.1% | +548.5% | +508.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling