+562.1%
ROKU vs EXPD
+254.5%
+307.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.2% |
| 7D | -1.3% | -1.1% | -0.2% | -0.7% |
| 30D | +5.9% | +4.1% | +1.8% | +3.3% |
| 3M | +23.9% | +17.9% | +6.0% | +11.7% |
| 6M | +59.6% | +29.2% | +30.3% | +34.6% |
| YTD | +43.4% | +27.4% | +16.1% | +20.7% |
| 1Y | +60.2% | +56.8% | +3.3% | +16.4% |
| 3Y | +90.4% | +68.0% | +22.4% | +30.4% |
| 5Y | -54.5% | +61.9% | -116.4% | -68.8% |
| All | +562.1% | +254.5% | +307.6% | +240.5% |
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