+562.1%
ROKU vs FE
+125.4%
+436.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -1.3% | +1.9% | -3.3% | -1.9% |
| 30D | +5.9% | -1.2% | +7.0% | +6.2% |
| 3M | +23.9% | +3.5% | +20.4% | +22.4% |
| 6M | +59.6% | -6.1% | +65.6% | +62.1% |
| YTD | +43.4% | +7.6% | +35.8% | +39.5% |
| 1Y | +60.2% | +11.9% | +48.2% | +53.7% |
| 3Y | +90.4% | +48.4% | +42.0% | +62.2% |
| 5Y | -54.5% | +44.8% | -99.3% | -61.5% |
| All | +562.1% | +125.4% | +436.7% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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