-22.8%
LYB vs ROKU
+83.2%
-105.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.0% |
| 7D | +0.3% | -0.4% | +0.7% | +0.3% |
| 30D | +2.5% | +2.1% | +0.4% | +2.2% |
| 3M | +1.4% | +29.5% | -28.1% | -1.9% |
| 6M | -3.5% | +53.8% | -57.3% | -9.2% |
| YTD | +52.0% | +42.8% | +9.2% | +44.2% |
| 1Y | +22.1% | +60.7% | -38.7% | +13.5% |
| 3Y | -22.8% | +83.9% | -106.7% | -32.9% |
| All | -22.8% | +83.2% | -105.9% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling