+8.1%
LYB vs ROKU
+880.6%
-872.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.3% |
| 3M | +1.4% | +29.5% | -28.1% | -1.0% |
| 6M | -3.5% | +53.8% | -57.3% | -7.6% |
| YTD | +52.0% | +42.8% | +9.2% | +46.3% |
| 1Y | +22.1% | +60.7% | -38.7% | +16.1% |
| 3Y | -22.8% | +83.9% | -106.7% | -29.4% |
| 5Y | -3.4% | -52.8% | +49.4% | -6.8% |
| All | +8.1% | +880.6% | -872.5% | -10.7% |
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 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