+734.3%
ROKU vs USHY
+49.7%
+684.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.4% |
| 7D | -0.4% | -0.7% | +0.3% | +1.6% |
| 30D | +2.1% | -0.7% | +2.7% | +4.1% |
| 3M | +29.5% | +0.1% | +29.4% | +29.3% |
| 6M | +53.8% | +1.8% | +52.0% | +47.2% |
| YTD | +42.8% | +1.8% | +41.0% | +36.8% |
| 1Y | +60.7% | +3.3% | +57.4% | +47.9% |
| 3Y | +83.9% | +27.0% | +56.9% | +1.2% |
| 5Y | -52.8% | +21.0% | -73.8% | -69.6% |
| All | +734.3% | +49.7% | +684.6% | +235.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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