+559.3%
ROKU vs EMB
+24.4%
+534.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.7% |
| 7D | -0.4% | -1.2% | +0.8% | +1.9% |
| 30D | +2.1% | -1.3% | +3.3% | +4.5% |
| 3M | +29.5% | -1.8% | +31.3% | +33.9% |
| 6M | +53.8% | +0.2% | +53.6% | +54.1% |
| YTD | +42.8% | +0.4% | +42.4% | +42.6% |
| 1Y | +60.7% | +2.8% | +57.9% | +53.6% |
| 3Y | +83.9% | +29.1% | +54.8% | +19.1% |
| 5Y | -52.8% | +6.3% | -59.1% | -58.4% |
| All | +559.3% | +24.4% | +534.9% | +331.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling