+60.2%
ROKU vs XHB
-9.3%
+69.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.1% |
| 7D | -1.3% | -1.3% | 0.0% | -0.8% |
| 30D | +5.9% | -6.9% | +12.8% | +8.8% |
| 3M | +23.9% | -1.3% | +25.1% | +23.2% |
| 6M | +59.6% | -6.8% | +66.4% | +60.7% |
| YTD | +43.4% | +0.7% | +42.7% | +40.2% |
| 1Y | +60.2% | -11.2% | +71.4% | +67.9% |
| All | +60.2% | -9.3% | +69.4% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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