-52.0%
ROKU vs EOSE
-70.0%
+18.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -0.4% | +1.8% | -2.2% | -0.8% |
| 30D | +2.1% | -6.8% | +8.9% | +2.3% |
| 3M | +29.5% | -36.3% | +65.8% | +34.8% |
| 6M | +53.8% | -38.8% | +92.6% | +57.5% |
| YTD | +42.8% | -65.5% | +108.3% | +53.9% |
| 1Y | +60.7% | -45.3% | +106.0% | +56.8% |
| 3Y | +83.9% | +44.2% | +39.7% | +33.0% |
| All | -52.0% | -70.0% | +18.0% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling