+561.0%
ROKU vs EXR
+147.2%
+413.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | +1.5% | -6.9% | +8.4% | +4.6% |
| 3M | +25.7% | -3.0% | +28.7% | +27.0% |
| 6M | +54.5% | -2.9% | +57.4% | +55.9% |
| YTD | +43.2% | +9.3% | +33.9% | +36.9% |
| 1Y | +56.3% | -0.9% | +57.2% | +55.2% |
| 3Y | +86.1% | +24.7% | +61.4% | +61.7% |
| 5Y | -53.6% | -11.7% | -41.9% | -53.7% |
| All | +561.0% | +147.2% | +413.8% | +357.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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