+166.7%
CVX vs ROKU
+880.6%
-713.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +2.6% | -0.4% | +3.0% | +2.6% |
| 30D | +9.8% | +2.1% | +7.8% | +9.7% |
| 3M | +16.2% | +29.5% | -13.3% | +14.6% |
| 6M | +13.6% | +53.8% | -40.2% | +10.9% |
| YTD | +44.4% | +42.8% | +1.6% | +41.3% |
| 1Y | +40.6% | +60.7% | -20.1% | +36.6% |
| 3Y | +48.2% | +83.9% | -35.7% | +40.2% |
| 5Y | +172.3% | -52.8% | +225.1% | +168.6% |
| All | +166.7% | +880.6% | -713.9% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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