+166.4%
CVX vs ROKU
+867.7%
-701.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.0% |
| 7D | +1.0% | -3.0% | +4.0% | +1.1% |
| 30D | +10.7% | +0.7% | +10.0% | +10.6% |
| 3M | +15.5% | +26.5% | -11.0% | +14.0% |
| 6M | +14.9% | +52.6% | -37.7% | +12.2% |
| YTD | +44.2% | +40.9% | +3.3% | +41.2% |
| 1Y | +43.5% | +57.6% | -14.1% | +39.5% |
| 3Y | +45.0% | +83.2% | -38.2% | +37.2% |
| 5Y | +172.2% | -54.8% | +227.0% | +169.1% |
| All | +166.4% | +867.7% | -701.3% | +121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling