+53.4%
ROKU vs EOSE
-85.5%
+138.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.6% | -11.1% | +0.9% |
| 7D | +4.8% | +9.7% | -5.0% | +4.3% |
| 30D | +6.1% | -34.6% | +40.7% | +7.9% |
| 3M | +10.5% | -50.8% | +61.3% | +13.6% |
| 6M | +29.2% | -66.5% | +95.6% | +34.9% |
| YTD | +50.0% | -81.3% | +131.4% | +60.0% |
| 1Y | +53.4% | -84.8% | +138.2% | +62.7% |
| All | +53.4% | -85.5% | +138.9% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling