+550.6%
ROKU vs ELF
+373.6%
+177.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -0.8% |
| 7D | -3.0% | -6.8% | +3.7% | -1.8% |
| 30D | +0.7% | +5.1% | -4.4% | -0.4% |
| 3M | +26.5% | +79.8% | -53.3% | +12.6% |
| 6M | +52.6% | +29.7% | +22.9% | +43.5% |
| YTD | +40.9% | +31.6% | +9.3% | +31.3% |
| 1Y | +57.6% | -27.9% | +85.6% | +60.9% |
| 3Y | +83.2% | -26.4% | +109.6% | +72.5% |
| 5Y | -54.8% | +235.6% | -290.4% | -69.2% |
| All | +550.6% | +373.6% | +177.0% | +288.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling