+323.6%
GDXJ vs ROKU
+867.7%
-544.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | +0.9% | -3.0% | +4.0% | +1.2% |
| 30D | +8.8% | +0.7% | +8.1% | +8.8% |
| 3M | +29.8% | +26.5% | +3.4% | +27.2% |
| 6M | -5.8% | +52.6% | -58.5% | -9.0% |
| YTD | +13.6% | +40.9% | -27.3% | +10.4% |
| 1Y | +54.5% | +57.6% | -3.2% | +48.8% |
| 3Y | +301.4% | +83.2% | +218.2% | +274.2% |
| 5Y | +236.3% | -54.8% | +291.2% | +223.6% |
| All | +323.6% | +867.7% | -544.1% | +297.3% |
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 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