+583.1%
ROKU vs EXPD
+246.7%
+336.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.3% | +1.4% |
| 7D | +3.5% | -7.2% | +10.6% | +7.9% |
| 30D | +5.1% | -3.3% | +8.4% | +7.0% |
| 3M | +7.0% | +3.4% | +3.6% | +4.4% |
| 6M | +25.4% | +22.7% | +2.7% | +9.9% |
| YTD | +48.0% | +24.5% | +23.4% | +25.7% |
| 1Y | +53.1% | +38.6% | +14.5% | +21.0% |
| 3Y | +92.7% | +71.5% | +21.2% | +28.9% |
| 5Y | -42.4% | +56.2% | -98.6% | -59.7% |
| All | +583.1% | +246.7% | +336.4% | +254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling