+550.6%
ROKU vs EXEL
+146.4%
+404.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | -3.0% | -0.3% | -2.7% | -3.0% |
| 30D | +0.7% | +10.1% | -9.4% | -2.1% |
| 3M | +26.5% | +10.1% | +16.4% | +22.4% |
| 6M | +52.6% | +37.7% | +15.0% | +37.6% |
| YTD | +40.9% | +33.1% | +7.9% | +27.9% |
| 1Y | +57.6% | +52.4% | +5.3% | +36.4% |
| 3Y | +83.2% | +163.8% | -80.6% | +27.3% |
| 5Y | -54.8% | +198.5% | -253.3% | -70.1% |
| All | +550.6% | +146.4% | +404.2% | +310.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling