+82.9%
ROKU vs ESI
+73.2%
+9.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +2.8% |
| 7D | -2.6% | -2.3% | -0.3% | -1.7% |
| 30D | +2.1% | -9.0% | +11.2% | +6.2% |
| 3M | +31.8% | -13.3% | +45.0% | +36.9% |
| 6M | +53.3% | +5.3% | +48.0% | +40.2% |
| YTD | +42.1% | +37.6% | +4.4% | +8.1% |
| 1Y | +62.3% | +33.6% | +28.7% | +24.6% |
| All | +82.9% | +73.2% | +9.7% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling