+1.7%
OXY vs ROKU
+83.2%
-81.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +2.8% | -0.4% | +3.3% | +2.9% |
| 30D | +5.5% | +2.1% | +3.4% | +5.3% |
| 3M | +11.3% | +29.5% | -18.2% | +9.1% |
| 6M | +11.6% | +53.8% | -42.2% | +7.4% |
| YTD | +51.6% | +42.8% | +8.8% | +46.7% |
| 1Y | +36.2% | +60.7% | -24.5% | +29.8% |
| 3Y | +1.7% | +83.9% | -82.2% | -14.4% |
| All | +1.7% | +83.2% | -81.5% | -14.4% |
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