+45.9%
OXY vs ROKU
+53.8%
-7.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.5% | -6.6% | -4.9% |
| 7D | -8.8% | +4.8% | -13.6% | -8.2% |
| 30D | -1.7% | +6.1% | -7.8% | -0.8% |
| 3M | +4.5% | +10.5% | -5.9% | +6.0% |
| 6M | -4.0% | +29.2% | -33.2% | -0.4% |
| YTD | +41.4% | +50.0% | -8.7% | +48.9% |
| 1Y | +45.9% | +53.4% | -7.5% | +54.6% |
| All | +45.9% | +53.8% | -7.9% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling