+559.3%
ROKU vs EXEL
+137.1%
+422.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.2% |
| 7D | -0.4% | -4.9% | +4.5% | +1.0% |
| 30D | +2.1% | +11.4% | -9.3% | -1.1% |
| 3M | +29.5% | +4.9% | +24.6% | +27.1% |
| 6M | +53.8% | +34.4% | +19.4% | +39.6% |
| YTD | +42.8% | +28.0% | +14.8% | +31.0% |
| 1Y | +60.7% | +43.6% | +17.1% | +41.4% |
| 3Y | +83.9% | +155.2% | -71.3% | +28.9% |
| 5Y | -52.8% | +181.2% | -234.0% | -68.2% |
| All | +559.3% | +137.1% | +422.2% | +319.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling