-53.1%
ROKU vs EMB
+6.1%
-59.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +2.7% |
| 7D | -2.6% | -1.1% | -1.5% | -0.1% |
| 30D | +2.1% | -1.1% | +3.2% | +4.7% |
| 3M | +31.8% | -0.8% | +32.6% | +34.0% |
| 6M | +53.3% | -0.1% | +53.3% | +54.2% |
| YTD | +42.1% | +0.4% | +41.6% | +41.3% |
| 1Y | +62.3% | +3.3% | +59.1% | +51.5% |
| 3Y | +84.6% | +29.0% | +55.6% | +6.6% |
| 5Y | -53.1% | +6.3% | -59.4% | -68.8% |
| All | -53.1% | +6.1% | -59.1% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling