+51.8%
ROKU vs SPXU
-21.6%
+73.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +13.2% | -14.7% | +3.9% |
| 7D | +2.6% | +14.2% | -11.6% | +8.8% |
| 30D | +5.5% | +19.3% | -13.9% | +14.2% |
| 3M | +9.1% | +16.2% | -7.0% | +17.1% |
| 6M | +28.9% | -3.5% | +32.4% | +26.1% |
| YTD | +47.8% | -19.2% | +67.0% | +33.0% |
| 1Y | +51.8% | -20.7% | +72.4% | +35.9% |
| All | +51.8% | -21.6% | +73.3% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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