+550.6%
ROKU vs ESI
+249.0%
+301.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.9% |
| 7D | -3.0% | +3.9% | -7.0% | -5.1% |
| 30D | +0.7% | -3.8% | +4.5% | +2.4% |
| 3M | +26.5% | -13.1% | +39.6% | +32.9% |
| 6M | +52.6% | +11.3% | +41.3% | +37.2% |
| YTD | +40.9% | +44.1% | -3.2% | +7.5% |
| 1Y | +57.6% | +40.3% | +17.3% | +21.2% |
| 3Y | +83.2% | +84.1% | -0.9% | +18.0% |
| 5Y | -54.8% | +75.8% | -130.6% | -69.8% |
| All | +550.6% | +249.0% | +301.6% | +184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling