+559.3%
ROKU vs EME
+1,067.8%
-508.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -1.2% |
| 7D | -0.4% | +3.5% | -3.9% | -1.8% |
| 30D | +2.1% | -6.3% | +8.4% | +4.4% |
| 3M | +29.5% | -3.8% | +33.3% | +29.2% |
| 6M | +53.8% | +8.5% | +45.3% | +45.4% |
| YTD | +42.8% | +27.8% | +15.0% | +24.8% |
| 1Y | +60.7% | +22.2% | +38.5% | +40.4% |
| 3Y | +83.9% | +253.5% | -169.6% | -4.9% |
| 5Y | -52.8% | +578.6% | -631.4% | -81.6% |
| All | +559.3% | +1,067.8% | -508.5% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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