+559.3%
ROKU vs CHD
+119.9%
+439.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.4% | -4.5% | +4.0% | +0.6% |
| 30D | +2.1% | -6.7% | +8.8% | +3.6% |
| 3M | +29.5% | -2.7% | +32.2% | +30.1% |
| 6M | +53.8% | -4.9% | +58.7% | +55.2% |
| YTD | +42.8% | +13.3% | +29.5% | +38.1% |
| 1Y | +60.7% | +1.0% | +59.7% | +59.3% |
| 3Y | +83.9% | +1.3% | +82.6% | +77.9% |
| 5Y | -52.8% | +20.8% | -73.6% | -57.9% |
| All | +559.3% | +119.9% | +439.4% | +524.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling