+83.9%
ROKU vs ELF
-29.5%
+113.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | -0.4% | -11.6% | +11.2% | +1.7% |
| 30D | +2.1% | +4.6% | -2.6% | +1.0% |
| 3M | +29.5% | +59.7% | -30.2% | +18.1% |
| 6M | +53.8% | +21.2% | +32.6% | +46.7% |
| YTD | +42.8% | +27.4% | +15.4% | +34.0% |
| 1Y | +60.7% | -29.8% | +90.5% | +65.5% |
| 3Y | +83.9% | -28.5% | +112.3% | +50.3% |
| All | +83.9% | -29.5% | +113.4% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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