+559.3%
ROKU vs ETR
+283.2%
+276.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.4% | -1.8% | +1.4% | 0.0% |
| 30D | +2.1% | -1.8% | +3.8% | +2.5% |
| 3M | +29.5% | -3.6% | +33.1% | +30.4% |
| 6M | +53.8% | +2.6% | +51.2% | +52.2% |
| YTD | +42.8% | +16.0% | +26.8% | +37.3% |
| 1Y | +60.7% | +20.1% | +40.6% | +53.2% |
| 3Y | +83.9% | +143.6% | -59.7% | +41.4% |
| 5Y | -52.8% | +124.4% | -177.2% | -63.3% |
| All | +559.3% | +283.2% | +276.1% | +340.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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