+60.2%
ROKU vs CHD
+7.1%
+53.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -1.3% | -2.7% | +1.4% | -1.0% |
| 30D | +5.9% | -4.6% | +10.5% | +6.4% |
| 3M | +23.9% | +5.0% | +18.9% | +23.1% |
| 6M | +59.6% | -3.2% | +62.8% | +59.7% |
| YTD | +43.4% | +18.6% | +24.8% | +39.1% |
| 1Y | +60.2% | +4.8% | +55.3% | +58.7% |
| All | +60.2% | +7.1% | +53.1% | +58.7% |
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