+555.8%
ROKU vs EME
+1,019.4%
-463.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -2.6% | +0.9% | -3.6% | -3.0% |
| 30D | +2.1% | -8.4% | +10.5% | +5.4% |
| 3M | +31.8% | -3.6% | +35.4% | +31.2% |
| 6M | +53.3% | +3.6% | +49.7% | +47.7% |
| YTD | +42.1% | +22.5% | +19.5% | +26.3% |
| 1Y | +62.3% | +18.2% | +44.1% | +43.7% |
| 3Y | +84.6% | +238.4% | -153.7% | -2.8% |
| 5Y | -53.1% | +550.5% | -603.6% | -81.4% |
| All | +555.8% | +1,019.4% | -463.6% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling