+550.6%
ROKU vs EXPD
+253.6%
+297.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -2.3% |
| 7D | -3.0% | +1.2% | -4.2% | -3.7% |
| 30D | +0.7% | +5.2% | -4.5% | -2.4% |
| 3M | +26.5% | +13.2% | +13.2% | +16.9% |
| 6M | +52.6% | +30.3% | +22.3% | +28.0% |
| YTD | +40.9% | +27.0% | +13.9% | +18.8% |
| 1Y | +57.6% | +57.3% | +0.3% | +14.2% |
| 3Y | +83.2% | +70.0% | +13.2% | +24.4% |
| 5Y | -54.8% | +61.6% | -116.4% | -69.0% |
| All | +550.6% | +253.6% | +297.0% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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