+53.4%
ROKU vs CHD
+30.9%
+22.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.3% |
| 7D | +4.8% | +6.9% | -2.2% | +4.3% |
| 30D | +6.1% | +17.1% | -11.0% | +5.2% |
| 3M | +10.5% | +9.1% | +1.4% | +9.9% |
| 6M | +29.2% | +21.4% | +7.8% | +28.6% |
| YTD | +50.0% | +34.9% | +15.2% | +50.9% |
| 1Y | +53.4% | +31.0% | +22.4% | +52.4% |
| All | +53.4% | +30.9% | +22.5% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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