+170.6%
CVX vs ROKU
-54.7%
+225.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.5% |
| 7D | +0.7% | -2.6% | +3.3% | +0.8% |
| 30D | +9.1% | +2.1% | +7.0% | +9.0% |
| 3M | +13.1% | +31.8% | -18.7% | +11.8% |
| 6M | +16.3% | +53.3% | -37.0% | +14.0% |
| YTD | +43.5% | +42.1% | +1.4% | +41.1% |
| 1Y | +40.2% | +62.3% | -22.2% | +36.8% |
| 3Y | +44.2% | +84.6% | -40.4% | +37.4% |
| 5Y | +170.6% | -53.1% | +223.7% | +159.7% |
| All | +170.6% | -54.7% | +225.3% | +159.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling