+561.0%
ROKU vs EMB
+25.8%
+535.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | +0.1% |
| 7D | -0.1% | +0.3% | -0.4% | -0.7% |
| 30D | +1.5% | -0.5% | +1.9% | +2.4% |
| 3M | +25.7% | +0.3% | +25.4% | +24.9% |
| 6M | +54.5% | +1.2% | +53.3% | +51.9% |
| YTD | +43.2% | +1.5% | +41.7% | +40.1% |
| 1Y | +56.3% | +4.8% | +51.5% | +44.1% |
| 3Y | +86.1% | +30.4% | +55.8% | +18.4% |
| 5Y | -53.6% | +7.3% | -60.8% | -59.8% |
| All | +561.0% | +25.8% | +535.3% | +323.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling