+555.8%
ROKU vs CHD
+119.4%
+436.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | -2.6% | -4.7% | +2.1% | -1.6% |
| 30D | +2.1% | -8.3% | +10.4% | +4.0% |
| 3M | +31.8% | -4.0% | +35.8% | +32.8% |
| 6M | +53.3% | -6.5% | +59.8% | +55.2% |
| YTD | +42.1% | +13.1% | +29.0% | +37.4% |
| 1Y | +62.3% | +2.3% | +60.0% | +60.4% |
| 3Y | +84.6% | +1.8% | +82.8% | +78.4% |
| 5Y | -53.1% | +20.6% | -73.6% | -58.1% |
| All | +555.8% | +119.4% | +436.4% | +521.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling